We have imported Active MQ jar files and deployed in hot deploy. Still, the VSM is not able to connect.
Using the deprecated listen step as part of a VS we could see an error in inspection view:
Exception Executing Messaging/ESB Step: javax.naming.NameNotFoundException: abc.request 

abc.request is the name of the JMS queue that was used in the step. It appears that this message is coming back from the ActiveMQ server.
There are no errors that there is a problem connecting or that there is a problem with the authorization of the userid. 

DevTest on release 10.2 and Apache ActiveMQ 5.15 

After setting up the assets and using the new JMS Send Receive step in a test, the test could both send and receive a message. 
The same assets can be used in configuring a Virtual Service. 

Use the new steps (not deprecated) and test the assets in a test case first, using the JMS Send Receive step.