The getting started guide is a good place to start: -

http://docs.jboss.org/jbossas/getting_started/v4/html/

In general to deploy an archive you just copy it to the deploy folder under the server configuration you are running, si if you were running the default configuration you would copy the archive to {jboss.home}/server/default/deploy

You have missed of probably the most important part of the JBoss version, when positing it is important that you report the full version i.e. 4.0.? After this it is possible that there is also some further verion information such as RC? or SP? that should also be included in the question.

Ok that means you are using JBoss 4.0.0

If the file name also contained RC? you would be using a release candidate where ? is the release candidate number.

If the file name also contained SP? you would be using a service pack where ? is the service pack number.