There are quite a few samples out there, although I have not tested them on WAS specifically. For example this one: https://github.com/aslakknutsen/arquillian-showcase/blob/master/jms/src/test/java/com/acme/jms/MessageDrivenBeanEchoTestCase.java
Depending on your familiarity with WAS it might be easier for you to start with WebSphere Liberty Profile instead of a Full-Profile WAS.
I did look at that. Mine is Spring code that implements javax.jms,MessageListener. But Arquillian makes this type of test straightforward. Isn't it ?
Update: This seems to be straightforward Get Started Faster with Forge · Arquillian Guides
I just have to change the profile to WLP ? I can start with this even though there is no Spring jMS.
After searching for a whole day I am getting close.https://github.com/SwedishConnection/Arquillian-MQSeries
In fact mine is a WAS profile with Spring JMS and MQ. I mistakenly believed it was easy !