admin-console is something only available on jboss-5.1.0.GA I believe. The ESB server is great for testing out quickstarts, and great for development, but if you want to get to the level of managing services manually or programatically, I'd switch to 5.1.0.GA.
If you really want to do this on the ESB server, I believe it has the jmx-console which gives you access to the MBeans, but I'd really, really suggest moving to 5.1.0.GA.
I'm moving to JBoss AS 5.1.0.GA. Now I can use admin-console, web-console, jmx-console. Trying to learn how to understand and use them efficiently.