If you don’t have SOAP library installed in your server, you may have issues when enable magento in WP (helloconfig > Index).
Your hosting support must install and configure the SOAP library for you if you ask them.
However, here are two links that may help you:
If you have Windows: http://www.herongyang.com/Web-Services/SOAP-PHP-Library-Installation.html
If you have Linux: http://www.wallpaperama.com/forums/how-to-install-php-soap-extension-in-apache-linux-php-server-remove-t1756.html