1. What should I populate to the field of URL: Web Serivce WSDL URL or the endpoint URL? Neither your tutorial nor the help file specified what needs to be populated.
Although both will work for a .Net web service.
2. Where can I find more information of how to use Nintex web services? Is there a manual that I can download?
No there isn't, but the basic premise is just to configure the correct soap message in the dialog, with or without the help of the dialog. And by that I mean, you don't need to press 'refresh' to determine the template soap message, you can just enter the message in text directly.
I am guessing you you get 'Index out of range' in the call web service dialog (probably when pressing refresh?) rather then at run time? Which would indicate the WSDL from Oracle is tripped up our code to cause in the error.
In this case, we would appreciate if you could download the wsdl and email it to email@example.com so we can run it in our environment and work out what is wrong.
If we can see the wsdl, we should be able to help you format the message manually in the meantime.