What are you used to doing to run servlets? You're going to need to have the classes in the classpath (say classes or jarred in WEB-INF/lib).
Then you're going to need to add it to web.xml as a servlet and servlet-mapping.
What servlet container are you used to using? If you're using an older one, there's not a mechanism in JBoss/Tomcat to point directly to the classname in the HTTP URL. You have to add it to the web.xml now instead.