No, you don't have to write deployment descriptors (DD) if you are using Xdoclet for geneartion of helper classes and descriptors in ejb-jar.xml and jboss.xml.
@ejb. tags creates descriptors in ejb-jar.xml file
@jboss. tags creates descriprtors in jboss.xml file.
Now, you dont have to create jbosscmp-jdbc.xml file, as it is being shipped with Jboss.

But it depends which databse you are using, if you are using Hypersonicc which is embedded in JBOSS then you dont have to create any file.

But if you are connecting to other DB then just copy this file in same place and change the configuration and mappings required for that database.
Like name of Datasource, etc.

As far as I am aware there is no jbossbmp-jdbc.xml file.

Also as in case of web part of app.
you will use @web. tags for generating Deployment Descriptors in web.xml
And you dont require jboss-web.xml file as yr web.xml file looks fore references for EJB through ejb-jar.xml and jboss.xml, if you are accessing beans through JSP and servlets.

I hope this clarifies the issues you have raised.