If you are using activemq-5.9.1, above 5.8.x you cannot find activemq-core-x.x.jar now it has been split into two jars activemq-broker-5.x and activemq-client-5.x. In order to configure you only need these 3 jars to copied inside lib.
1. activemq-client-5.x.jar
2. activemq-broker-5.x.jar
3. geronimo-j2ee-management.x.x.jar
To test the communication run [WSO2 CEP Sample 0002]
