Yes you need to run the application server, first installing JBoss Messaging into it. The server is what knows how to forward the messages to the listeners.
Well.... actually you don't need to the entire app server to be running.
JBoss Messaging runs on the same JMX spine as JBoss AS and requires some services, (jndi, transactions etc), but you certainnly don't need all the services the app server has by default (e.g. ejb)
... and in order to get the simplest configuration that would allow you to run the Messaging server, just use
ant -f release-admin.xml standalone
when you install Messaging.
You'll get a JMX micro-kernel, the JNDI server, JCA support and the Messaging server.
Of course it's "ant", not "and".