We can send WCF messages from a client application(application that consumes the WCF service) even without creating a proxy object.
For that, we can use the ChannelFactory.

If we have a contract called IMycontract and there is a message called MyMessage in the Contract with the channel IMyChannel, follow these steps to send the message without SVCUtil.exe.

ChannelFactory<IMyChannel> factory = new ChannelFactory<IMyChannel>(new BasicHttpBinding());
    IMyChannel channel = factory.CreateChannel(new EndpointAddress("http://10.10.10.10:2298/MyService/Service.svc"));
    channel.MyMessage (param1, param2);

You can include the headers as well. The IMyChannel is derieved from IMyContract and System.ServiceModel.IClientChannel.