You are right…i am afraid there is no out of the box Adapter for what you are looking for. From what limited documentation i could read, the easiest way it seems is to use the MS provided AIF and use the HTTP Adapter from their end to expose the business functions to make web service calls to and from webMethods.
Also MSMQ is supported to work with AX, if you buy the MSMQ adapter from webMethods you can leverage that as well.
#Integration-Server-and-ESB#webMethods