Which is the main external interface to their engine and can be accessed at public URL like for example http://checkmarx.teammentor.net/CxWebInterface/ (the Checkmarx server used on their web trials is at https://www.cxprivatecloud.com/CxWebInterface/ )
Which can be accessed at http://localhost/CxSourceAnalyzerEngineWCF and is only available locally (on the server)
Which can be accessed at http://localhost/CxSourceAnalyzerManagerWCF/ and is also only available locally (on the server)
The O2 tool that you see above is the Util - WSDL Invoke and Scripting v1.0.exe which is my preferred way to consume and script WSDL based webservices.
But if you just want the C# you can, get them from the local O2 Scripts folder or from: https://github.com/o2platform/O2.Platform.Scripts/tree/master/3rdParty/CheckMarx/WSDL_files:
UPDATE (26/Oct/12) : There is actually a 4th webservice (asmx) which is in the deployed application folder but not exposed via an webserver (at least in the default install).
It can be found at:
And it has a number of interesting methods (which I think are also available via the exposed ones):