Step 1: learn to use the IDE properly. Your at a disadvantage with JDeveloper, most articles on the net deal with Eclipse or Netbeans. A good book might be required.
Step 2a: get books on the subjects you need to use (EJB, JBoss), read them, absorb their knowledge. I suggest 'Enterprise Javabeans 3', I can't recommend a book for JBoss since you don't mention which version. JBoss 7.x has very decent online documentation.
Step 2b: experiment while learning. Create little play projects to test out what you're reading about. Doing it makes the knowledge stick, just reading about it does not
Step 3: practice practice practice