First you need to install JDK1.5. Then run
java -jar jboss-4.0.3SP1-installer.jar.
This will install the App Server.
Starting the server:
Go to the installation directory. (eg: /usr/local/jboss/bin/run.sh)
This will staart the app server.
Next you need to create a web application and deploy the war file in deploy directory. (this process needs more understaning)