Each JavaEE 6 annotation example comes with JUnit unit tests that can be run in Eclipse, IntelliJ, NetBeans, Maven, Ant or any IDE or build system without special plugins using Apache TomEE as an embedded JavaEE container. The easiest way to run a JavaEE annotation example in your IDE is to use maven (mvn eclipse:eclipse or mvn idea:idea) to generate project descriptors.
If there is a particular example that you do not see here please feel free to ask, the odds are good that someone will create it for you.
All the examples show source code, but some are better documented than others. If you need a little more help understanding an example then please drop us a line or visit us on IRC freenode.net #openejb