You are right it is not mentioned in the Introduction to Integration lesson. However, it is mentioned in the Configuring a SOAP Connector lesson at the end of the Use the Create a SOAP Connector Wizard page. The question would fit better in that lesson.
Use a separate ruleset for each generated interface: Reason is maintainability. First, you consumed your service in a ruleset lets assume SampleService:01-01-01 which is having only your service related rules. After some days you got the updated service by including or removing some of the properties etc. Again you need to consume the service in your application in same ruleset SampleService:01-01-02. If you got any issue with this updated service you can point it to 01-01-01 and can proceed. That's where seperate ruleset would be preferred.