Yes is possible, Delphi can import a WSDL file stored locally.
In Delphi Win32 Go to
File->New->Others->Delphi projects->WebServices->WSDL Importer
Then you get a dialog that prompts you for the location of the WSDL file. From the WSDL, Delphi generates a unit with interfaces for the classes and objects exposed by the webservice. after that creates the file with the name of the service with the extension '.pas'.
In Delphi .Net Go to
Project->Add Web Reference
Select the file to import and press "Add reference"
Bye.