What data is "this data"? The only data you describe is a zip code. Do you want to get the city and state from a web page if the zip code is not already in a table in the database?
Yes exactly that, if the zip code isn't in my table I want get the street address, city and estate from a web service.
I'm from Brazil so is a local web service.
And how would you get the street address given only the zip code?
City and State make sense, but street address?
But maybe this is different in Brazil than the U.S.
There is a script step called "Insert from URL". If you can figure out what URL to use that includes the zipcode so that this data is passed to the web site and it returns with the needed info, this step can be used to insert the text from the web site into a text field from which you can then parse individual items of information from the inserted text.
This will depend on the design of the web site's API as to whether this is possible or not.
Thanks is exactly what I need.