I assume you are using a 3.2.x release as datasource configuration has changed through 2.x and 3.0.x to 3.2.x. You need to create a datasource file *-ds.xml and place it in the deploy directory of your JBoss instance. In most cases, you will be running the default instance, and the deploy directory will be server/default/deploy of your JBoss binary distribution.
Examples of datasource configurations are to be found in docs/examples/jca of your distribution. Copy the template best suited to your DBMS from here to your deploy directory. You can rename it something more easily identifiable such as MyDB-ds.xml or whatever you like. However, the file must be named such that it ends with -ds.xml so that JBoss knows this is a datasource definition.
Put the JDBC driver in the lib directory of your instance - normally in server/default/lib.
If you need other parameters for controlling your datasource, such as pool size and so on, refer to the generic definition that contains all standard tag definitions for attributes - docs/examples/jca/generic-ds.xml.
For all other information, refer to the documentation (paid or free).