Some thoughts that may help you
With jsf 2, the container is going to be looking for xhtml files by default. Did you change it to see jsp pages as well?
have a look at these pages
Also, are you sure you are using jsf 2 and not the jsf 1.1 library that does not suport f:ajax?
In your lib directory do you have the correct library?
Does your faces-config.xml file is configured properly for jsf 2?Do you have something like this at the faces-config.xml file?
Hope this helps