I have just try to install the JEE at linux and there is a message that told me I have to set the $DISPLAY enviroment variable.
I use a ssh connection to manage the system remotelly.
I have installed the JEE in a windows system previously and I didn't need to set any $DISPLAY enviroment variable.
there is no "Jee" to install. You are installing an application server like JBoss or Glassfish. I would check the documentation of whatever product you are trying to install and if you cannot figure it out yourself (a google query for "put application server name here $DISPLAY" may also help), try to find a forum or mailing list for the product you are installing. This forum is for generic java PROGRAMMING related questions, not for technical support for whatever tool you want to use.