Hi Ravi,
1. SAP PI doesn't have capabilities to monitor to JMS queue.
2. Regarding ESR everything remains as every other scenario.
3. Pre-requisite - depending on what JMS provider is used , you must have the driver installed for the provider in SAP PI server. The deployment of drivers can be done easily by NWDS/ JSPM.
Regarding Provider and Consumer concept Muniyappan's answer is already helpful to you.
for driver deployment--
these links will let you test a sample scenario and also make you aware of steps to deploy drivers.
(Note- you must be on same network with all ports opened between server and your system for this to work, else socket time out exception will be thrown by channel).
4.- Sender and Receiver channels can be configured based on the vendors.
if you have sonicmq, webspheremq etc. you can choose corresponding protocol.
5. you can also create a JMS queue in SAP PI NWA, and use JNDI protocol to make the channels. for configuring the channel follow-
http://scn.sap.com/thread/3400518
This will get you give you enough start with JMS adapters.
Regards,
Vikas