By the way, for links, I like IBM's public help menus found at:
http://publib.boulder.ibm.com/infocenter/wasinfo/v5r1/index.jsp or some variation (depending on your version of WAS).
I think the best advice I can offer is create a *VERY* simple EAR (with no IBM binding files) that contains a simple stateless session EJB which references a database. The EJB doesn't have to connect to a database, just declare the connection. Then using WSADMIN try writing a JACL script that installs the component to the server.
The best learning for a lot of this is doing your own examples. Once you're comfortable with the structure and fluent in the scripting language, you can move on to more complex situations.