For installing JBossAS, all you have to do is download the .zip from the AS download page and unzip it on your system. Then set JAVA_HOME to point to a JDK installation. To start the server, go to the command prompt and "cd" to the bin folder of the unzipped AS and type run.bat for Windows OS (or ./run.sh for *nix OS).
Here's the wiki which points to various documentations.
Also if you are looking for some book then there's
JBoss In Action for JBoss AS5.