Installing could be done in several ways, differ on your environment, your development preferences and purpose of installing even.
Open the Maven project with Netbeans ( Netbeans 8.0 or higher recommended ), do a build with dependencies and then you can Run, netbeans will deploy the application to the Glassfish server.
Netbeans should automatically create the JDBS connections and connection pools, JMS Resources, JMS Factories, etc. If it is not the case, then have to configure them manually.
Use Open Required Projects option to open the ear, ejb and web projects.
You can simply use the Vagrant to spawn an OpenDF instance on a Virtualbox VM. If you have Vagrant you can charm the vagrant up command.