For security, see http://docs.jboss.org/jbossas/jboss4guide/r5/html/ch8.chapter.html
Management of JBoss is done by editing XML files. JBoss is JMX-based (at leats until 5.0 comes out) and all of the MBeans are configured using XML. To read more about this, look at http://docs.jboss.org/jbossas/jboss4guide/r5/html/ch2.chapter.html. Also, when you run JBoss, point your browser to http://localhost:8080 and the home page shows. There is a link to the web console (might work, might not, it has had a few problems lately) and the jmx-console, which provides a generic view of the MBeans on the system. Warning: any changes you make via these tools will disappear when you reboot JBoss - the only way to change things permanently is to edit the XML configuration files.
Deploying applications is easy - just copy the war/ear/jar file to the server/xxx/deploy directory (where 'xxx' is the cofiguration, usually 'default').
The quickstart guide will help you get started: http://docs.jboss.org/jbossas/getting_started/v5/html/