Wow, those are some very fundamental questions. My suggestion is to pick up one of the following books:
JBoss at Work: http://www.jbossatwork.com/
JBoss - http://www.oreilly.com/catalog/jbossadn/
Both books describe how to go about developing applications for use within JBoss. You might also want to pick up a book on JSPs/Servlets. Some free ones are online (though they are somewhat dated). http://pdf.moreservlets.com/
And possibly also a book on EJB3 development, there are quite a few available now, here is one: http://www.oreilly.com/catalog/entjbeans5/
To answer your specific questions:
1) A web server has a JSP/Servlet container and implements only parts of the Java EE spec, while an application server has an EJB container and implements the full Java EE spec.
2) See the books I recommended.
3) Yes, see the books.
Thank you for the reply
Since you yourself mentioned that these are basic questions , why cant u just post a small answer
I indeed can look into books for which takes time , only for that reason people post in forums to get quick answers and indeed i program in C++ and only for a small task i need these answers
If you know the answer please do answer
I never said "basic", I said "fundamental". The difference is that a basic or simple question can be answered in a sentence/paragraph or two, whereas a fundamental question requires several pages of text.
Consider question 3. The simple answer is "yes." The more complicated answer is for me to enumerate the various ways that this can be accomplished, giving examples of each way. I have written such text. It was over 60 pages long. But let my try an intermediate answer from which we can start a dialog:
Whether you write a web application using JSPs/servlets, or write a rich client, you can access EJBs in the app server using JNDI to look them up. This code would all be in Java. Alternately, you could deploy Web services to the app server and look them up using the WSDL. In this case the client can be written in Java/, C#, etc.