I am new to JBOSS and EJB. I have an example Build.xml file which I understand what it trying to do and I can modify to my situation but I don't know how to execute it. Can anyone provide a program name which I can pass the build.xml file?
You most probably need Ant. See http://ant.apache.org/.
You will also need to put the ant script in you path. Then type in :
"ant" in the directory containing your build.xml and enjoy.