The AndroMDA
new
project creation has been explained in the JEE code generation part.
you need to open the diagram contextual
menu and select PSM Preferences >
Layer Component > EJB

The EJB modeling menu
will then be available in the toolbar

And also in the class
diagram contextual menu

After all the EJB
business logic has been modeled, select your project.uml file in the
package
explorer
JEE UML Code Generation >
Build All
Components.