You need as many EntityBeans as you have tables in your database from which you want to get the values and at least one sessionBean in order to communicate with the client. Database access is made within the ejb-Container. Therefore you have to add an xml-file to your deploy-directory (xxx-ds.xml) where you declare your database configuration. Furthermore you have to set your database as "default"-Database in standardjbosscmp-jdbc.xml/standardjaws.xml.
There are many tutorials. Try the JBoss-startguide.