Hello beltechs,
A webservice would need to be added to your project 'post build' as it is not currently a feature of Cook Self Service.
What does this mean? After creating your component with Cook Self Service you would download it locally, unzip the file, locate the files/code where you would like to add your webservice calls, zip up file again, and install as per normal into Joomla! 2.5
I just looked at the JED and there are a few examples, some free, that show a Component using webservices in a Joomla! 2.5 environment. Very cool indeed.
Hope that helps!
Regards,
Edward.