JBoss does support directory deployment from the deploy directory - you just have to name the directory with a .war extension (i.e. myWebApp.war; not myWebApp). That should work.
Thank you very much for your help,
But still it doesn't work.
Server messge is saying myApp is deployed when I put my application with directory named myApp.war. But, when I hit it with a web browser, 404 not found happens. But, with war file, it works very well.