You are using Microsoft SQL Server? You cannot install that on Linux. You can, however, change your *-ds.xml file to reference SQL Server on a Windows machine - just change the connection URL to contain the machines name (actually, if you were not using localhost as the name you have that already).
Installing JBoss AS on Linux is no different that on any other platform. See this post for detailed steps:
http://community.jboss.org/message/203487#203487 While that post is about Solaris, the steps are what I use on Ubuntu, Fedora and RHEL