This week's book giveaway is in the General Computing forum. We're giving away four copies of Arduino in Action and have Martin Evans, Joshua Noble, and Jordan Hochenbaum on-line! See this thread for details.
Web servers don't act as application servers, but they can be configured to act as a front-end for application servers. The instructions are usually specific to both sides, ie depends on both the web server and application server sides.
I'm not sure what you're after, but it's generally possible to 1) run the app server on the same host as the web server, and 2) have the web server be the app server. Is one of these what you are asking about?