I got back to the standalone version in order to validate the solution with IronJacamar.
Ok - I have added https://jira.jboss.org/browse/JBJCA-477 to keep track of this (assigned to me atm). Let me know if you want to work on it ;)
Is there a way to do it from JMX ? Do I have to configure something else ?
There is not official client application component model for standalone JCA. You can use the kernel model model (http://jesperpedersen.github.com/fungal/userguide/en/html/) or try if the web container integration is good enough for you.
Looking up your connection factories and admin objects should be done through JNDI as you normally would. See http://viewvc.jboss.org/cgi-bin/viewvc.cgi/jbossas/projects/jboss-jca/trunk/deployers/src/test/java/org/jboss/jca/test/deployers/spec/RarTestCase.java?revision=109546&view=markup as an example.