there are enough examples and tutorials on the web, use them.
all of these files should go in your 'deploy' directory in either war, jar or ear form. These are specially formattted zip files and there is a lot of info on web about building them
There are a lot of posts on the forum that are usefull for beginners. Among other things, look at this post to get more information what steps to do:
http://www.jboss.org/modules/bb/index.html?module=bb&op=viewtopic&t=forums/ it helps.