First get your InitialContext for the App Server then you need to use the JNDI lookup to get a reference to the EJB Home object, call create, you then can use the object just like any other object.
That's the short and easy answer to your question.
If you are new to EJBs then
you should get a book on EJBs. I suggest
This book by O'reilly publishing.
If you have built some EJB's that access other Ejb's using my above steps, then you just do the same in Swing. Good Luck
Mark