First you create a new EAP (enterprise application) . File->new->enterprise application.
The EAP is in fact a virtual represenation of an EAR file. If you would export an EAP you would get an EAR file with only the application.xml in (well, by means of speak).
After that you can add a EJB or WEB project to that EAP. You can do this on different ways, but the moste easy one is ; file->new->EJB project. You can then select which EAP you want to add your new EJB project to.
If you would now export the EAP you would get an EAR file with a JAR file and the application.xml containing a reference to that JAR file. The JAR file will then contain your beans.
From here you can add new beans to the EJB project. You can to this by right-clicking on the (EJB) project and selecting 'new->' . I suggest you open the J2EE perspective for this (not the java perspective)