It always helps to provide a detailed explanation of your technical problems in order to receive back the best response you are looking for. Or from another perspective the more time you put into your question, the more time you are likely to receive back from community members giving their time to help others.
The error that you are getting is because you have tried to compile the %SOAP.WebClient class. This is an internal class to Caché and should not be included in your compilation step. If you try to compile it you will get the permission warning that you have received.
What we need to understand is why you are trying to compile this class, or the steps that have lead you to trigger a compilation on this class. We can then figure out where things are going wrong and hopefully steer you in the right direction.
In terms of your more broader questions...
"I am using SOAP Wizard to create Web client and Services , I want my Ensemble Production to accept the SOAP message and pass it to the Operation. Please let us know how it can be achieved."
Again, it would help to have some background in order to know how to best help you. Are you new to both SOAP and Ensemble? Has the documentation helped that we pointed you towards a couple of days ago? What is the overall project goal. For instance, do you need to create a SOAP service from scratch, or are you linking up existing SOAP services?