Here are a few places to look.
In the binary download, there is a file jar-versions.xml in the base directory. That gives the version numbers of many of the included jars (though a lot of the numbers are the JBoss version number). And it probably has the most complete list of jars in the app server.
If you download the source and build it, in the thirdparty directory there will be a subdirectory for each third-party component. Within each subdirectory there is a component-info.xml file. That file contains the version of that component.