There is an embedded EJB container available to you if you want to deploy Seam code that utilizes EJBs outside of an EJB container.
If you follow most of the Seam tutorials, they have you set up JBoss with an EJB3 profile enabled, so you use JBoss's EJB container. So there is no need to use the embedded EJB container.
If you used Seam-gen with the default options and datasource, and have JBoss set up to use the default HSQL datasource (it's a in-memory database that doesn't require external installation or configuration) then it should work with the default options.
If you are pretty sure you're using the standard configuration and still have problems, post any errors you see and others may be able to help.