How to create SOAP endpoint in SQL Server 2016?
You can no longer use SOAP/HTTP endpoints. This isn't a SQL Server 2016 problem, since this would not have worked in 2014 either. From the documentation on CREATE ENDPOINT:


  NOTE: Native XML Web Services (SOAP/HTTP endpoints) was removed in SQL Server 2012.


It has been deprecated for at least 8 years (this is the oldest version of the current document I could find):


Deprecated Database Engine Features in SQL Server 2008


If you look at that document, you will see that "The CREATE ENDPOINT or ALTER ENDPOINT statement with the FOR SOAP option" was deprecated at that time. Their suggestion for a replacement is to "Use Windows Communications Foundation (WCF) or ASP.NET instead."

Arguably, there could be a better error message, like the following (emphasis mine):


  Msg 7877, Level 16, State 1
  SOAP/HTTP endpoints are no longer supported in this version of SQL
  Server.


But your workarounds remain the same:


Continue using an older version of SQL Server.
Find another source for this information that doesn't require this type of information.
As the docs suggest, don't try to make SQL Server perform this work (it's not a web browser) - e.g. create an application or service that stores the data in SQL Server.