JBoss is in essence a JMX Agent and everything in JBoss is an MBean or managed component. In JBoss 3.0 you can access the JMX console that lets you manage the components by browsing http://localhost:8082. In JBoss 3.01 this has been changed to http://localhost:8080/jmx-console. For more info, see the Quick Start Guide and buy the Admin Guide.
If your running 3.x you should have a folder with files in it named
in your deploy directory (default config).
Access this via localhost:8080/jmx-console
if running 2.4.x
Access vai localhost:8082
If neither of these work then yes there is a problem. Try looking in the server logs for any startup messages