From my understanding the BD class will be in the presentation tier. Now wat I am not clear about is will all the Service beans have its own BD class.
The Business Delegate design pattern can be implemented on either the Presentation tier or the Business tier. It depends upon the design and the requirements.
No, each Session EJB should not have its own Business Delegate object. Note, think in objects not classes. A class is only a blueprint, it is a description. In object-oriented programming, objects execute at runtime, not classes.
The Business Delegate API exposes the business methods that are implemented by the Session EJB. So, in your example, if your Staff EJB has two business methods and your Students EJB has five business methods, then your Business Delegate can have five business methods in its API.