The User's Guide should cover all of that:
http://labs.jboss.com/file-access/default/members/jbossmessaging/freezone/docs/userguide-1.4.5.GA/html/index.html
The examples the User's Guide refers to do not come with JBoss AS - you will have to download JBoss Messaging separately to access the examples. And of course you can ignore chapter 4 on installation since AS 5.1.0 already contains Messaging.
I also have anothre resource, but it is not free. I can provide a URL if youy like.