I downloaded the JDeveloper 11g and OC4J (oc4j_extended.zip). Installed by default JDeveloper to C: \ Oracle, then I also unpacked OC4J to C: \ oracle. I installed server (java-jar oc4j.jar-install), and I started it (java-jar oc4j.jar). I checked localhost: 8888 and the server was working:)
Then I started JDeveloper: Connections -> New Application Server Connection, and unfortunately I could not select the OC4J server simply because he is not on the list.
I installed Oracle products for the first time and I could miss something, so please bear with us.
After Oracle acquired Web Logic Server, Oracle Application Server product family is replaced with WLS. But OC4J and OAS 10/11 are still supported in early JDeveloper releases. I have JDeveloper 11.1.1 and it does support OC4J Standalone 11g, OAS 10/11 and WLS 9.