Wow, those are some very fundamental questions. My suggestion is to pick up one of the
following books:
JBoss at Work:
http://www.jbossatwork.com/
JBoss -
http://www.oreilly.com/catalog/jbossadn/
Both books describe how to go about developing applications for use within JBoss. You
might also want to pick up a book on JSPs/Servlets. Some free ones are online (though they
are somewhat dated).
http://pdf.moreservlets.com/
And possibly also a book on EJB3 development, there are quite a few available now, here is
one:
http://www.oreilly.com/catalog/entjbeans5/
To answer your specific questions:
1) A web server has a JSP/Servlet container and implements only parts of the Java EE spec,
while an application server has an EJB container and implements the full Java EE spec.
2) See the books I recommended.
3) Yes, see the books.
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