In my component diagram, I have added couple of nodes which represent the queues(remote and local) with a note attached with details. This way I depicted the communication between my MDB and external system using JMS. As Eduardo said, I just connected with 'uses' relationship in component diagram and defined the protocol level communications in deployment diagram(SMPT, SOAP, HTTP etc).
You can add a page to explain your design and you can document what are the technologies you are planning to use(JAX-WS, Struts MVC, JMS, etc) at different layers and design choices, etc. I would recommend to keep the diagrams as simple as possible.