It should go in WEB-INF/classes, just like in the Seam examples.
I tried putting the file in WEB_INF/classes so now the hierarchy looks like this:
WEB_INF/classes/af_delegate.properties but it is still not working.
Should I add something to build.xml file?
Well, you have to make sure that the file ends up in the WEB-INF/classes drectory of the war, of course!
Can you please be more specific and tell me what exactly I should add to the build.xml file?