In HornetQ, if you want to preload JMS queues / topic into JNDI that's done by the JMSServerManager which uses the definitions contained in hornetq-jms.xml.
You can also use the management API to load them http://hornetq.sourceforge.net/docs/hornetq-2.0.0.BETA5/user-manual/en/html/management.html#d0e5517
You can't define MBeans in xml like you can in JBoss AS, this was a JBoss AS specific thing and would make HornetQ non portable.
Can you explain why you would like HornetQ to be able to do this?
Well, I'm working on a huge open-source EAI plattform. Actually on JBoss 4.2.3 and JBoss Messaging. Since we have our own deployment tool which deploys every service on its own automatically I'm thinking on how a migration plan to hornetq in the future might work. It is a lot easier for support and operations if configuration is seperated for each deployment. e.g. file naming conventions etc.