Hi Nicolas,
As you said SAP MDM is not like ECC. And coming to how to integrate Webmethods and MDM, You can achieve this with PI in between. You can establish a connection between MDM and PI and then you can configure the connection between PI and WebMethods.
There are a lot of documents available for PI and WebMethods integration. And the integration is between SAP MDM and PI is quite straight. This could be one of the feasible solutions provided you can afford to have SAP PI in between.
Kind Regards,
Thamizharasi N