The first problem I had, was finding where to start. Initially you will need to download, install & setup the SoapUI application.
Once you have installed the application, then setup a connection to your API ASMX file.
Then you need to start at the beginning, and make your connection. Use the Connection Case, as per below... Of course you need to fill in the correct auth details. HEAT have advised to setup a specific account, with limited rights. Make sure you do.
<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/" xmlns:saas="SaaS.Services">
If you send the above envelope, you should get back a Success response... like below. You now have your access & Session Key. If you have this, then you are basically home...