What is SOAP, and what does a SOAP message look like?
SOAP (Simple Object Access Protocol) is a W3C-standardised XML messaging protocol for exchanging data and making remote procedure calls between systems; every message is an Envelope with an optional Header and a mandatory Body.
<?xml version="1.0"?>
<s:Envelope xmlns:s="http://www.w3.org/2003/05/soap-envelope">
<s:Header> ... security tokens, routing, transaction info ... </s:Header>
<s:Body> ... the actual request or response payload ... </s:Body>
</s:Envelope>
The split is the useful idea: the Body carries the business payload (for example a SAML <ArtifactResolve> request), while the Header carries metadata about the message, such as a signed SAML assertion that identifies the caller. SOAP is usually sent over HTTP POST but is transport-independent.
Why it matters for SAML: the SOAP binding is how SAML parties talk directly, server to server (the back channel), for example to resolve an artifact or to send a logout request without involving the browser.
Go deeper:
SOAP (Wikipedia) — history, message structure and the comparison with REST.
W3C: SOAP 1.2 Part 1, Messaging Framework — the normative definition of envelope, header and body.