There are a few web resources showing how to test JMS sender and receiver, but I did not find any useful tests for Message-Driven Beans. This example shows one way how you can test Message-Driven Beans with Arquillian.
You need an installation of a JBoss 7.2.0.Final. I chose this one as it supports easy out-of-the-box support for JMS testing. If you have another version installed, you need to change the version of jboss-as-arquillian-container-managed.