Don't try to open the WFS vector data with GDAL, use OGR instead (OGR WFS driver). GDAL supports raster data, OGR supports vector. Here's a link to the OGR API tutorial.GDAL 1.x
Note this answer was correct when it was written in 2013. GDAL versions < 2.0 have separate raster (gdal) and vector (ogr) libraries. Now as ofDon't try to open the WFS vector data with GDAL 2x, theuse OGR instead. GDAL supports raster data, OGR supports vector.
GDAL 2+
The raster and vector drivers are integrated into the gdal library and you use GDALOpenExGDALOpenEx
to open both raster and vector datasets. The ogr library/namespace is still available for backwards compatibility. Note that GDAL 1.11 is still available and maintained so you need
Here's a link to know what version you are usingthe WFS Driver documentation and the OGR API tutorial.