That documentation applies for 4.x JBoss AS. For AS 5.x and later the queue/topic are not auto-created unless you explicitly configure the relevant create-destination element in jboss.xml's message-driven section (currently only via jboss.xml) https://issues.jboss.org/browse/JBAS-6013.
Alternately, you can create queue/topic configurations http://community.jboss.org/wiki/JBossAS6FAQ instead of relying on auto-creation.