Hi,
When the data I want to import has to be obtained by sending an HTTP request to a server, I make use of the [HTTP path](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/path_types_in_virtual_dataport/http_path#http-path) data route configuration, which is available for some data sources like [Excel](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/excel_sources/excel_sources#excel-sources), [JSON](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/json_sources/json_sources#json-sources), [XML](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/xml_sources/xml_sources#xml-sources), and [delimited file](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/delimited_file_sources/delimited_file_sources#delimited-file-sources) data sources. Since the Workday API seems to be SOAP-based, I would create a SOAP web service data source and give the path to the WSDL, which can be either a URL or local file.
Something general to keep in mind would be the authentication method. The [Authentication in HTTP Paths](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/path_types_in_virtual_dataport/http_path#authentication-in-http-paths) section of the Virtual DataPort Administration Guide goes over authentication methods like HTTP Basic, HTTP Digest, OAuth 2.0, etc. For SOAP web service data sources, I would take a look at the [Importing SOAP Web Service Sources](https://community.denodo.com/docs/html/browse/latest/vdp/administration/creating_data_sources_and_base_views/soap_web_service_sources/soap_web_service_sources#soap-web-service-sources) section of the Virtual DataPort Administration Guide, which explains how to create SOAP web service data sources and base views, and the different authentication types that can be configured.
Hope this helps!