I need to received data from external server which uses JMS p2p model. Anyway so

Appian Cloud does not support external JMS messaging integrations. You can review the list of integrations available in Appian Cloud at:
forum.appian.com/.../Appian_Cloud_Integration

You may wish to look into the use of Web Service integrations such as a SOAP integration that can make use of the out of the box Call Web Service node in Appian.
forum.appian.com/.../Call_Web_Service_Smart_Service
You can also expose Appian processes as web services.
forum.appian.com/.../Publishing_Process_Models_as_Web_Services

There are also shared components on Appian Forum that can make use of other web services such as HTTP based REST APIs using the Send HTTP Request plugin.
forum.appian.com/.../summary

hi Chase, any suggestion what the best way to solve the problem?

You would need to create a wrapper on the external JMS server to send messages in a compatible web service protocol, such as SOAP, to the Appian instance. You may be able to follow something like what is detailed here:
www.novell.com/.../11229.html
however JMS systems and servers can vary greatly.

Nice solution but the problem is that we can't change any thing from the jms server. Any other work around? TIA

Chase, is it possible that if a client has a remote server then they can install appian as on premise? If then they can be able to use JMS functionality for appian. TIA