They are the client will use the EJB Components.
A Swing application, a Web application, even other applications that use CORBA and so on.
Remember: EJB are only server-side components. Anyone has to use them, those guys are the EJB client

Regards, Jair Rillo Junior
http://www.jairrillo.com/blog, SCJA 1.0, SCJP 1.4, SCWCD 1.4, SCBCD 5.0, IBM SOA Associate (Test 664).