Simple case is to add the logger configuration to your standalone.xml (add a <logger category="my.package.Class"> for your application).
You will find the output whithin the server.log. If you prefer a separate log i.e. application auditing, you can add a separate handler to your logger and write to a different file.
Another way is to add the logging configuration to the application packaging which is described in the linked document.
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There is nothing special you need to do in your Java code. You can use any logging framework including J.U.L, JBoss Logging, log4j, slf4j or commons logging. wfink explains the rest.
James R. Perkins