The Special Operations Executive or SOE is a British secret intelligence organization created during WW2 to gather German intelligence and foil Nazi plans. Members include Bishop ,Wilcox and Skylar St. Claire.
The SOE take a large role in The Saboteur. From the start of the game, Sean is consorting with long time friend Skylar, an SOE agent. Their relation prior to the start of the game suggests the SOE had interest in Sean for a long time before the events of the game. As the game progresses, Skylar eventually reveals her identity to Sean, and despite being her friend, had a much bigger role to fill as she brings Sean to meet Bishop and Wilcox to help the SOE. As the SOE know of Sean's troubled past and his experience and ability as a race car driver turned Saboteur, they decide to help each other. Throughout the game, Sean does jobs for the SOE against the Nazi's while the British promise to help him find Dieker to complete his revenge plot.
As Sean does multiple missions for the SOE with the help of Skylar, eventually the SOE do give him that opportunity though it fails. He is given a second opportunity later on that coincides with plans of the Resistance.
The SOE are also entwined into Sean's life as when Sean was caught sneaking into Doppelsieg, Dierker confuses Sean and Jules for British SOE agents, from whom he tries to extract information despite them having no current ties to the British. While at the same time, Skylar, the British SOE agent who stopped by with Sean for the first time in a prolonged period of time was presumably sent to check on Dierker and Doppelsieg, rather than check up on Sean.
During the events of the game, Bishop and Wilcox are stationed in Le Havre, which is the main base and headquarters that Sean is given tasks from. While Skylar is an SOE agent, she is not seen in Le Havre any more than she is seen other where, which suggests she's being sent on missions often, and not spending much time at the base of operations in Le Havre.
Special Operations Executive on Wikipedia