JAXWS is only available as a 2.0.beta version. The easiest would to be to checkout trunk and build it on your own:
The test suite contains examples on how to build and deploy jaxws services and clients.
The JBossWS (jbossws14.sar) that comes with JBoss-4.0.5.GA is only for JDK 1.4. So it does not support annotations. You have to update jbossws14.sar to jbossws.war which support JDK 1.5 and annotations. Please refer to the following for the instructions
My initial install included the JBossWS 1.0.3.GA along with the following the Install-1.0.3.GA.txt instructions so I'm already using jbossws.war using JDK 1.5. The webservice shows up and even generates a WSDL. However, the WSDL is mangled because the JBossXB doesn't support JAXB 2.0 and the existing JBossXB can't handle complex object parameters without some XSD anotations (I think.) I just don't know how to get the existing JBossXB to handle the complex objects while exposing a JSR 181 EBJ webservice.
I'm am considering pulling the trunk JBoss (5.x), but that would be my last resort. I'd be willing to build a static WSDL if I could expect the objects to be serialized properly.
We will be releasing a jbossws 2.0.0 beta2 shortly.
Until then, If you want you can work off of trunk, but it has alot of activity. So only do this if you are ok with the bleeding edge:
You will want this branch of jboss until we finish the new jboss 5 deployer subsystem.
You will then to checkout jbossws trunk, edit the ant.properties, and run ant deploy-jbossws
This is preview software though, so don't go running production systems on it :)