a "simple java class" is nothing you can "deploy" to JBoss, you need something which is considered as deployable by JBoss, e.g. a JAR file containing "Enterprise Java Beans".
To deploy: simply copy it to to the "server\default\deploy" directory. You should see status output on the server console.
By the way: very meaningful subject ;-). You migt read this: http://catb.org/esr/faqs/smart-questions.html