have you tried it and encountered an error?
dynamic class loading should just work unless you've taken steps to configure your server otherwise.
i've had numerous remote clients to ejb's that only have the ejb-client jar's and the jboss client jar's in their classpath. i am under the impression that the client downloads the classes that implement the home and remote component interface.
i suppose i could turn off the class downloading service and see how that works. the service could be a slight security risk, as it exposes your login-config.xml by default over http...