This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Basically, the JBoss application server will run a thread for each request that comes in from a browser or some other source. JBoss AS maintains a pool of worker threads, when a web request comes it it assigns an available thread to handle the request, once the request is finished the thread goes back into the pool. Note that if you sit a a browser, each request that you make will probably be handled by a different thread. As far as databases are concerned, if the request requires database interaction, that thread will perform the interaction (and on the database side there is a similar situation where the database had a pool of worker threads that handle incoming requests).