Its look like you have missed the tutorial zip file.
You can download it from http://java.sun.com/j2ee/1.4/download.html
For executing the Duke's application, you need two important files.
When u unzip the j2ee-1_4-doc-tutorial_*.zip,it will create the j2eetutorial14 and after that,u have to copy the jbossj2ee-src.zip file into j2eetutorial14 folder and unzip it.
Thanks for your help, I realized that I have already downloaded the tutorial, and I found it , :D, thanks for your help
Just 1 more question, how can I complement both projects?, I don't understand how to build it, the classes are completely separated