To use these things you will need to embed them in a servlet container. The default ActiveMQ configuration using Jetty:
<import resource="jetty.xml"/>
The Jetty bean config includes a demo webapp:
<beans>
<jetty xmlns="http://mortbay.com/schemas/jetty/1.0">
<connectors>
<nioConnector port="8161"/>
</connectors>
<handlers>
<webAppContext contextPath="/demo" resourceBase="${activemq.base}/webapps/demo" logUrlOnStart="true"/>
</handlers>
</jetty>
</beans>
Then in the WEB-INF/web.xml for your web application, you simply include the MessageServlet:
<servlet>
<servlet-name>MessageServlet</servlet-name>
<servlet-class>org.apache.activemq.web.MessageServlet</servlet-class>
<load-on-startup>1</load-on-startup>
</servlet>
<servlet-mapping>
<servlet-name>MessageServlet</servlet-name>
<url-pattern>/rest/*</url-pattern>
</servlet-mapping>
As you can see it's pretty easy from there to customize where you map your MessageServlet, choose your port, etc. You'll note also that ActiveMQ includes a bunch of other useful administrative webapps in the Jetty instance.