jboss-net.sar is installed in the 'all' configuration
bin/run.bat -c all
Otherwise you can copy the sar to the default/deploy directory and start without the -c switch.
Check the log during startup, you should see the /jboss-net context being deployed to Tomcat.
If you are new the web services have a look at http://www.jboss.org/wiki/Wiki.jsp?page=JBossWS to read about J2EE-1.4 compatible web services.
Also have you set the JAVA_HOME environment variable to the location of your JDK?
Thanks that is what I needed. All is now working.