Safir,
Currently I can't see a method that adds priorities to your Jira
instance. But the same goes for other lists of entities that should be
added only once to your Jira install.
Are you adding that many priorities you can not add by hand? Having
more that 5 or 7 of them would not make life easier for your users,
IMHO.
Maybe the jcli (Jira Command Line Interface) at
https://plugins.atlassian.com/plugin/details/6398 could be just for
you? It 'does almost anything to a Jira server near you' using a
command line interface, and/or can be easily scripted (nearly any
programming or scripting environment can execute some kind of command
line). And it's author Bob Swift is a great source of information on
Jira.
I'm quite sure it can be added to this Soap Extension API, but I'd
like to avoid to add code that is used only once. And next week I'm
'pressed' to add some more of these methods for other tables as
well...
HTH