Use this utility to generate activities to work with ExternalDataExchange services. Basically you need to create your interface, decorate it with the ExternalDataExchange attribute and compile that. Next you run wca.exe against the generated assembly and this will produce two source files, one to call the external methods (the Invokes file) and a second to receive the events (the Sinks file).

This tool creates derived types from CallExternalMethodActivity and HandleExternalEventActivity.

http://msdn2.microsoft.com/en-us/library/ms734534.aspx