I feel chaos about the terms,
is JBoss Enterprise Application Platform 4.2 Cumulative Patch 9 include jboss as 4.2 + others components?
that is, if I donwnload jboss-eap-4.2.0.GA_CP09.zip and unzip it, it already contains jboss 4.2 AS?
The JBoss Enterprise Application Platform (EAP) is the paid (productized) version of the JBoss Application Server (JBoss AS) community edition. They have different release timelines and versions. The EAP version starts off with a community version and then adds a bunch of fixes (which also make it to next version of AS community edition) and other product specific updates. The cumulative patches are only for the paid version (EAP) and have no relation to the community versions. So trying to apply those cumulative patches to a community version AS won't usually be straightforward or useful.