Hi Mauricio,
Welcome to the board! You'll need to set up a data connection to the Web service for a secondary data source and then use the secondary data to populate the drop down.
In the InfoPath designer,
Double click the drop-down control
Select "Look up values in a data connection to a database, Web service, etc."
Click Add to add a data connection
Choose Web Service
Specify WSDL for Web service
...
Hope this helps!
Patrick
Patrick Halstead
Project Manager at Qdabra