As defined by IBM® (http://www-01.ibm.com/software/solutions/soa/): "Service Oriented Architecture (SOA) is a business-centric IT architectural approach that supports integrating your business as linked, repeatable business tasks, or services." Typically, web services take a significant role in a SOA implementation.
SOAP is an XML-based protocol for processing web services over HTTP. For a more comprehensive definition see: http://www.w3.org/TR/soap/.
WSDL is an XML-based format for describing web services. For a more comprehensive definition see: http://www.w3.org/TR/wsdl.