An application server does contain a web server that provides html and static 
content for web requests (i.e., runs a web site).

But an application server also provides containers for the following:

* dynamic web content (for jboss as, this content is written in Java, and is 
typically referred to as a servlet/JSP container.)

* enterprise JavaBeans (usually provides the business logic, and acts as the 
go-between for the database and the servlets/JSPs (you can interact with the 
database directly from servlets/JSPs, but for larger scale applications you 
will want to separate these concerns))

* a message server

* a web services server

and lots more (I think I hit the major ones).

If you want to get started, I recommend you look into servlets/JSPs first. And 
from there get into EJBs.

A good starting book is JBoss at Work by Marrs and Davis, though it is for an 
older version of JBoss AS and older versions of EJBs and web services, and thus 
somewhat dated. But the first several chapters do a good job of introducing how 
to use JBoss AS and the concepts surrounding application servers. A free online 
book on srvlets/JSPs is available at http://www.moreservlets.com/. Once again, 
dated, but many of the basic servlet/JSP concepts still hold.

If you want to get into EJBs or Web services, then go with the latest - EJB3 
and JAX-WS. They make building applications much easier.

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