If you search through the forums there are lots of examples. Try the datasource one.
The jist of it is though, is put your jdbc driver in server/your-config/lib
Then add a cloudscape-service.xml to deploy directory.
You do not need to rebuild jboss :) This was probably meant to be restart jboss. But you shouldn't even have to do this. (Although it never hurts).
To build your service.xml, take an exisiting one (for example hsql) and just change the relevant bits to your db.