Cool. That's what you want. Were you prompted to enter your login credentials?
If you did, then you need to supply the same in SOAPUI. I don't have it installed, so can't tell you how.
You can pass user user and password as URL Params, but it's obviously not very secure.
You can use sap-user sap-password in SOAPUI.
Logon Checks: Overview (SAP Library - Components of SAP Communication Technology)
I still recommend you download that file and save it locally, then import it into SOAPUI.