You can add the service reference to your MVC application, eventually it creates the Client in your app. Create the object to the client and you are now ready to consume the service.
Right click on the Reference folder of your solution -> Add Service Reference -> Provide the address ( in your case
http://services.odata.org/Northwind/Northwind.svc/[
^]) -> Go -> Give the required namespace -> Ok.
Now the service reference is created in your application. You can consume it now.