Hi there, I had the exact same problem just a day or two ago. The painfully funny thing is that the templates are listed right under the link where the documents where downloaded. go back to http://www.jboss.org/docs/ and scroll down to the bottom. You should see a link to download templates right under the link for the docs you refered too.
FYI the docs refer to a port number that does not seem to apply to the most recent version of JBoss, as such I used the 3.0.0 with Tomcat release. Even thought I found the port number for the newer release I was not able to get the included webserver running. 3.0.0 with Tomcat did not have any such problems.
One more thing, there was an incompatibility in the JDK I was using, 1.3.0.x that caused a problem with the logging classes - I upgraded to 220.127.116.11_4 and that went away too.