The documentation is in TRUNK, where there is an automatic script for installing HQ into AS 4.x.
I'd wait a few days for the next release then you can try it out.
(BTW it looks like you haven't told HornetQ to use JBoss AS's JNDI server for putting objects in)
Also bear in mind that wiki is for configuring JBoss AS to talk to a *remote* HornetQ instance, it is *not* for embedding HornetQ in JBoss AS as you seem to want to do.
This is actually mentioned in the wiki:
If you want to "embed" a HornetQ instance in JBoss AS 4.x, i.e. so the HornetQ instance automatically starts up on application server start-up (like we do with JBoss AS 5.x), then you'll need to write an MBean which starts a HornetQ server. Take a look at the "embedding HornetQ" chapter of the user manual for information on how to start a HornetQ server programmatically.