Hi and welcome to the forum.
The jar's in the client directory can be added to the client application classpath (--classpath ... option of java execution), normally the client will be on a different system and you have to copy it.
Also you can set the classpath in the applications /META-INF/MANIFEST
You can connect to JBoss in different manner, it depend on what you want. You should read getting started guides of JBoss or JavaEE.
Also, if you use AS7.1 the quickstarts are recommendable.