make sure it's register in coldfusion admin
Can you give us a little more info on what you're trying to do? When you say that it is "written in XML" do you mean that it is a SOAP webservice? When you say that you are not able to "call the URL" can you tell us how you are trying to do it (a code snippet would be best), and what the errors are that you are seeing?
I can tell you for certain that ColdFusion can call SOAP webservices, and has been able to do that for as long as I can remember. I have apps doing such calls on CF8, CF9 and CF10, and the code is the same on all three versions.
Give us some more details, we'll try to give yo some advice.