To use WS-SecureConversation does one need to run wsdl2java on the STS?

I realize I ran wsdl2java vs the service endpoint for WSDL first CXF client, do I need to also run it vs the STS Service? I am having troubles getting the client security policy right and not sure how that gets into the client in the first place as the cfx.xml file doesn't really have much of the information.

Cheers