No WSDL , but as mentioned and linked to in previous replys , there are extensive REST endpoint docs.
No, there is no need to. You may be thinking of SOAP web services. Splunk uses REST.
You will find programming using REST is easier (subjective I know) because the API is less complex compared to the SOAP counterpart.
To help you better see the difference, I Googled "learning restful web services" and this like seemed helpful http://rest.elkstein.org
The Splunk doco takes it to the next contextual step here: http://dev.splunk.com/view/rest-api-overview/SP-CAAADP8
Happy Splunk coding!!