REST is the modern way of exchanging messages (including xml payloads) for loosely-coupled systems, it uses http protocol (this is where most of Pega focuses are, in terms of future improvement). SOAP is somewhat out of date and too heavy in general. Please visit online help for Connect-REST (Pega connecting to external endpoints) or Service-REST (Pega hosting rest endpoints).
Thank you for your help, unfortunatly I am not the one choosing the technology.
For information I manage it by using the Connector and Metadata Wizard to generate my class model and my parse rule
1 *Choose generate meta data mapping rule // XSD // enter your ruleset and class : MyClass-IN and follow the procedure
2 *Create another class : MyClass-MAIN and create an activity inside (this will be your service)
3 *Use the service Wizard and generate a service package HTTP and follow the procedure, passing your MyClass-MAIN and activity
4 *If you need your service to send a response, do the same thing as first step, create MyClass-OUT and generate your data model and XMLstream using the Connector and Metadata Wizard.
5 * create properties IN and OUT in MyClass-MAIN your that point to MyClass-IN and MyCLass-OUT, then finish your service by filling your activity with wathever you need, you can call the parse and XmlStream rule as needed