How do I create/instantiate an SMS object in my code?

You can create and instantiate SMS objects in your code as follows:

Visual Basic.NET

Dim ourSMS As New SMS 
Dim ourSendSMS As New SendSMS 
Dim ourClientPolled As New ClientPolled

PHP

$ourSMS = new SMS();

Perl

my $ourSMS = new SMS();

Java

SMS ourSMS = new SMS();

Python

ourSMS = SMS('da':'4700000000001','sa':'SMSService')

More examples are available in the API packages.