The FileNet API comes in 5 flavors:
- Java - jar reference, configure to use either http or iiop transport
- .NET - .NET dll reference, configure for http transport
- CEWS - Content Engine Web Services. Use only if you can't use the Java or .NET API
- CMIS - web service conforming to the CMIS spec
- COM - semi-legacy, not discussed in the docs, but it does exist
Although the .NET API uses web services in the background, your .NET project reference is to FileNet.Api.dll, rather than directly to the WSDL. So if you're a .NET shop, you want the .NET API, not the "Web Services API" (2012-02-03 edit: unless you opt for CMIS)
The best place to get started is the "Bulk Loader Sample Code" here: http://www-01.ibm.com/support/docview.wss?rs=3278&uid=swg27010422