In general, a MDB listens to a single Queue. JBoss allows you to allocate as many MDB instances per queue as you want. Each instance has its own thread.
You could have one MDB deployed per queue, or 1000 per queue, or the same MDB class listening to different queues. You can't have a single MDB instance listening to multiple queues, but could use the same MDB class. Take a look at some ejb-jar.xml.