Everything to be configured resides under yourconfiguration/deploy/messaging as far as I know.
You can set up your queues and topics taking as example those in destinations-service.xml.
You can change the default JMS datasource, by replacing the persistence xml file with one from jboss\docs\examples\jms
You can configure the sucker password in
messaging-jboss-beans.xml & messaging-service.xml
Thanks hunt, that was very helpful for me. I really wish that there was some kind of migration guide for JBoss newbies :)