There are two main proof-texts the Society uses:
15 "He is the image of the invisible God, the firstborn of all creation; 16 because by means of him all [other] things were created in the heavens and upon the earth, the things visible and the things invisible, no matter whether they are thrones or lordships or governments or authorities. All [other] things have been created through him and for him. 17 Also, he is before all [other] things and by means of him all [other] things were made to exist, 18 and he is the head of the body, the congregation. He is the beginning, the firstborn from the dead, that he might become the one who is first in all things; 19 because [God] saw good for all fullness to dwell in him" (Colossians 1:15-19; NWT).
14 “And to the angel of the congregation in La·o·di·ce´a write: These are the things that the Amen says, the faithful and true witness, the beginning of the creation by God" (Revelation 3:14; NWT)
Note that the first text is modified in the NWT; they add "[other]" in brackets in v. 16-17 because Jesus cannot create "all things" and himself be created. The assumption here is that the phrase "firstborn of all creation" includes Jesus as a created being within "all creation". But this assumption cannot be correct because: (1) The word "all" would mean something different in v. 15 than in v. 16 (first it includes Jesus and then it excludes him). Note that the NWT doesn't add "[other]" in v. 18, so that Jesus is again "first" as a member of "all things". So in v. 18, "all" switches back to including Jesus. Is it likely that the meaning of "all" can switch back and forth like that in a short passage? (2) The word "because" in v. 16 makes no sense if Jesus is a member of "all creation". In Greek, this word signifies that what follows is logically dependent on what precedes this word. Thus, Jesus is "firstborn of all creation" not because he was created first, but because "all things" were created by him. That it to say, it is Jesus' role as creator that makes him the "firstborn of all creation". On the other hand, the word translated "of" in "firstborn of all creation" does not necessarily mean that the "firstborn" is part of "all creation" (partitive genitive); it also can mean that the "firstborn" is over "all creation", that he is supreme over it (genitive of subordination). This fits the context much better: Jesus is supreme OVER all creation because (1) he created all things, (2) all things exist because of him, whether invisible or visible, whether having authority or not, (3) he is before all things, (4) he reconciles all things through him (v. 20). Compare also Hebrews 1:3 ("The Son ... sustains the universe by his powerful command"). As for referring to Jesus as the "firstborn over all creation", the word "firstborn" does not imply that Jesus was created as well. Paul uses the word to describe Jesus' relation to "all creation": Like a firstborn son who receives a "birthright", Jesus inherits all creation as his own (cf. Galatians 4:7, "If God has made you a son, he has made you an heir"). Compare Hebrews 1:2: "In our own time, the last days, he has spoken to us through his Son, the Son that he has appointed to inherit all things and through whom he made everything there is". In Paul's theology, Jesus inherited everything when he was glorified in his resurrection:
"He emptied himself to assume the condition of a slave, and became as men are; and being as all men are, he was humbler yet, even to accepting death, death on a cross. But God raised him high, and gave him the name which is about all other names so that all beings in the heavens, on earth and in the underworld, should bend the knee at the name of Jesus and that every tongue should acclaim Jesus Christ as Lord, to the glory of God the Father" (Philippians 2:7-11; JB).
Thus, Colossians 1:18 refers to Jesus as "the firstborn from the dead, so that he should be first in every way"; it is in the resurrection that Jesus was made "firstborn" and appointed heir of "all things". The word "firstborn" is a title signifying Jesus' relationship to the Father as Son and to "all creation" as its exalted inheritor. There is here influence from the Psalms: "I will also appoint him my firstborn, the most exalted of the kings of the earth" (Psalm 89:27). That is to say, one can be "appointed" as firstborn; the word does not necessarily refer to one's origin as "firstborn". In fact, in language very similar to this passage Paul describes how Christ is made "firstborn" by having Christians share in his glory as "sons":
"Creation itself will be liberated from its bondage to decay and brought into the glorious freedom of the children of God. We know that all creation (pasa hé ktisis, the same phrase in Colossians 1:15) has been groaning as in the pains of childbirth right up to the present time. Not only so, but we ourselves, who have the firstfruits of the Spirit, groan inwardly as we wait eagerly for our adoption as sons, the redemption of our bodies....And we know that in all things (panta, the same word in Colossians 1:16-18) God works for the good of those who love him, who have been called according to his purpose. For those God foreknew he also predestined to be conformed to the image of his Son (eikonos tou huiou, compare eikón tou theou in Colossians 1:15), that he [i.e. the Son] might be the firstborn (prótotokon, the same word in Colossians 1:15) among many brothers. He calkled those he intended for this; those he called he justified, and with those he justified he shared his glory" (Romans 8:20-30).
On Jesus' Sonship as through his resurrection and subsequent exaltation as Lord over all things, see also Romans 1:4: "It is about Jesus Christ our Lord who, in the order of the spirit, the spirit of holiness that was in him, was proclaimed Son of God in all his power through his resurrection from the dead". Compare Acts 13:32-35: "It was to our ancestors that God made the promise but it is to us, their children, that he has fulfilled it, by raising Jesus from the dead. As scripture says in the first psalm: 'You are my son, today I have become your father.' The fact that God raised him from the dead, never to return to corruption, is no more than what he had declared".
As for the second text, from Revelation, it refers to Jesus as "the beginning of the creation of God" (3:14). The interpretation provided by the WTS is that Jesus is here described as included within "the creation of God", as God's first creation. But the word translated "beginning" (arkhé) also means "ruler", so that the meaning may well be "the ruler of God's creation" and it is thus rendered this way in many translations. Note that in the same section, Jesus is referred to as "firstborn" in the same way as in Colossians: "Jesus Christ, the faithful witness, the firstborn from the dead, the ruler (arkhón) of the kings of the earth" (Revelation 1:5). Just as in Colossians 1:18, Jesus is referred to as the "firstborn from the dead" and the reference to him as "ruler of the kings of the earth" quotes Psalm 89:27, which refers to the king as God's appointed firstborn, exalted over all the kings of the earth. The word "ruler" (arkhón) here also fits with the sense of arkhé in Revelation 3:14 as indicating Jesus as supreme over God's creation. In addition to being called "the firstborn from the dead", the same section of the book also calls Jesus "the First and the Last, who was dead and has come to life again" (2:8). In Isaiah, the title "First and the Last" was an exclusive title for Yahweh (cf. Isaiah 44:5, 48:12), and alluded to his role as Creator, as well as having supreme power over the universe. Moreover, the author of Revelation has here connected it with the death and resurrection of Jesus -- again the focus is not on the creation of Jesus but his exaltation in his resurrection as supreme over all things. Much of Revelation, in fact, dramatizes Jesus' power over all things and his judgment as the enthroned "King of Kings and Lord of Lords" (19:16).