I found the answer from the Arquillian Testing Guide.
Embedded containers: Arquillian will start for you during the test process and shutdown after running the test on a single JVM as a test case.
Managed containers: Arquillian will start for you during the test process and exit after the test starts, but will be launched in another JVM
Remote containers: they are supposed to run before the test and the deployments and completed tests will simply be sent
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