Yes is possible, Delphi can import a WSDL file stored locally.
In Delphi Win32 Go to
File->New->Others->Delphi projects->WebServices->WSDL Importer
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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'.
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In Delphi .Net Go to
Project->Add Web Reference
Select the file to import and press "Add reference"
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Bye.