I don't have WSAD intalled right now. First thing is look for the documentation provided with WSAD (help).
Go to New and create new Enterprise application. It will ask you for name of your application and in the same window it will ask you for name of Web module, ejb module and Client Module.Uncheck whichever is not required, and click on finish. After the project is created open the J2EE view and you can see on the left hand side, your project being created.
Now right click on your project (Web or EJB) and explore all the options. You can create
jsp,html,servlet,class,EJB etc.
HTH