Currently this is WildFly container enabled feature and does not work as is in "embedded". There are lot of assumptions this makes, like using jaxrs framework, being in the JBoss container, being able to deploy the generated WAR file etc. Being able to submit an arbitrary SQL and getting response in JSON is not what this does anyway. If the VDB's procedures are decorated with metadata specific to REST interface, it exposes that procedure as REST service. So, I see what you want and what it does is different.
This morning I committed change to explicitly call a method to generate a WAR file, see teiid/RestASMBasedWebArchiveBuilder.java at master · teiid/teiid · GitHub
but this needs to be wired in, I am sure it works in jetty or not. Take a look.
Have you seen OData? OData is in same situation, but that may be what you are looking for IMO, which does ad-hoc queries and JSON responses etc.