You may choose to deploy the example using Eclipse. You'll need to have JBoss AS started in Eclipse (as described in Starting JBoss AS from Eclipse with JBoss Tools) and to have imported the quickstarts into Eclipse (as described in Importing the quickstarts into Eclipse).
With the quickstarts imported, you can deploy the example by right clicking on the jboss-as-helloworld project, and choosing Run As -> Run On Server:
Make sure the JBoss AS server is selected, and hit Finish:
You should see JBoss AS start up (unless you already started it in Starting JBoss AS from Eclipse with JBoss Tools) and the application deploy in the Console log: