Tomcat does not have any support for JMS.
If you want find out about Message Driver Beans (which are EJBs) you will need an application server.
If you want to do anything with JMS you will need a JMS provider. These exists as stand-alone things, or packaged in application servers. Have a google to see whats out there.
If you are only taking your first tentative steps into JMS, forget about the application server for now and have a read of
this.