Visual Studio 2005: how to create Web Reference from the offline WSDL file?

One of my clients asked me to create small integration solution for him, but did not provide me with access to his Web service. Instead of it, these guys sent offline WSDL file for me, so I had to integrate it into my project created using Visual Studio 2005. Firstly it was not obvious for me how to do it, but finally I found that developers are free to paste the path to local WSDL file (for example, C:\MyWebService.wsdl) into the URL field of standard "Add Web Reference" dialog box to create valid Web reference.