In the PX Policies within the Data Element you would have something like the following:
Name: MyDataElement
Category: Data Sources
Type: SOAP Base Query
Function: There are two choices "Anonymous Auth Get" or "Basic Auth Get"
If you choose "Basic Auth Get" then you will see there is a username and password field to populate in addition to the other five fields (i.e. WSDL URL, SOAP Action, SOAP Version, SOAP Request Message, and Returned Attribute).