For complete instructions on installing Java, JBoss, Maven and JAM see the setup page.
If Java and Maven are already installed, the JAM plugin can be downloaded and installed as follows (adjust the version as needed):
maven plugin:download -DgroupId=jam -DartifactId=maven-jam-plugin -Dversion=2.1.beta2 -Dmaven.repo.remote=http://www.ibiblio.org/maven/,http://www.javagen.org/maven/
Then test the plugin by requesting a goal listing:
maven -P jam