The Glassfish is only the application server -> this it the server where your applications runs. To develop your applications you need an IDE. For the moment two are disputing the "best ide for JEE" title, the Eclipse and Netbeans. The IDE wall do the deploy for you. After your application is deploy on the app server you can run a client (which connects with the serve) and see if it works. You can do the entire process by hand - with some ant files- but if you are on the beginning you'll get easy lost.
SCJP, SCJD, SCWCD, OCPJBCD
Did you just should on me? You should read this tiny ad:
Building a Better World in your Backyard by Paul Wheaton and Shawn Klassen-Koop