Hi,
The wizard you speak of is not a MyEclipse wizard, but a WTP wizard, and these are usually turned off by default as we do not support these wizards.
Go to Window > Preferences > Capabilities > Advanced and under the MyEclipse Standard Tools, turn on WTP Extras.
If you create a top down webservice from a WSDL file using our Wizards (click the New Web Service button on the toolbar or File > New > Other > MyEclipse > Web Service), then there is an option allowing you to create a client as well.
We will be adding independent client generation to MyEclipse in a future release.
Hope this helps,
Brian.