Thanks for your response fml2.
Here is what we have done
i. Open the UI Development perspective
ii. Create a web application with MyWebMethodsServer as run time.
iii Create the Jsp files inside the Web Content folders, WEB-INF/lib will have the associated jar files
iv. src/caf/war/applnName/ directory will have all the Java(servlet) code logic.
v. Export as war deploy into MWS (while deploying we got portlet container not initialised error)
Not sure how to progress further and are stuck at the moment and trying different options.

#MWS-CAF-Task-Engine#webMethods#webMethods-BPMS