I will do a sample application using JBOSS 7 EJB, I will create a Java Application sample without webapps.. How can I run a simple Java class in Jboss? I will use eclipse
An EJB isn't going to do anything without code to interact with it. You'll need some client code or a web app to drive the EJB.
I recommend that you install JBoss Tools into Eclipse. And read the JBoss Tools documentation, it's pretty good and will get you started with working with JBoss AS and EJBs in Eclipse.