the document you linked basically refers to an old version of the community application server, while you have EAP 6 here.
Generally speaking, you don't need to run the jbossws installer for having Apache CXF functionalities, as they're already available to you by adding a dependency to the org.apache.cxf module to your deployment (either in the MANIFEST.MF or in a proper jboss-deployment-structure.xml descriptor). You might want to create a org.springframework.spring module if you really need Spring functionalities, but that's not required at all.
This said, there're many examples in jbossws testsuite (and documentation) making use of Apache CXF interceptors.
You need to provide more details on your deployment to try understanding what might be missing.