I would start with copy the hypersonic type-mapping secion in the standardjaws.xml. Rename it JDataStore.
Next you need to setup a pool for JDataSore connections. See chapter 3 of the online docs.
Start your database, and start JBoss.
If you want to embed the server, I would start by looking at the hypersonic wrapper code (basically you create an MBean that contains the JDataSource and exposes manangement properties/methods).