The Java EE 6 tutorial (this first link in the question) says that
The nested container, the bean enterprise components, and the client all run on the same virtual machine using the same class path.
That is, the JUnit test ("client"), the built-in container (implemented by JBoss Wildfly, Glassfish, etc.) and the Java EE application components (EJB, etc.) all work in the same JVM instance (the same process) .
Nothing is mocking. Container services (transactions, injections, etc.) are provided using a real Java EE server implementation.
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