If all the SDO required jars are available (by default, CXF does not ship them, see above),
wsld2java tool can be run with the -db sdo flag to have the code generator emit SDO objects
instead of the default JAXB objects.
The generated SEI interface will have @DataBinding(org.apache.cxf.sdo.SDODataBinding.class) annotation on it which is enough to configure the runtime to know to use SDO.