We used the Tomcat/Hibernate/Struts template to make a one shot generation of our application. So JAG hasn't been tested yet for EJBs on Websphere. What follows are a couple of pointers on how to get your WSAD project going based on the code generated by JAG.
It is advisable to have JAG generate it's code to a directory structure which is in line with WSAD's structure. The way to go is to set up your Websphere projects first and only then have JAG generate it's code to the respective projects. Afterwards you'll do a refresh and WSAD should be OK.
You'll need an extra project to serve as your lib repository. Here you'll have to collect all required libraries. The lib.xml file in the /conf subdirectory of your generated application will give you a general idea on which jars will have to go here. In order to avoid classpath complications it's adviseable to have all utility projects (like the project containing the service layer and the one containing the persistence layer) have dependencies on this repository
Once you've imported your generated projects into WSAD, the missing IBM specific configuration files will be generated for you and you should be able to deploy your application on the internal appserver.