How can I know an application(JEE or Stanalone or any java application) is single threaded or multi threaded?.
If you wrote it you'll know

. JEE application may be multithreaded - indeed its very likely to be, or what's the point.
How a multithreaded application behaves?
It does things concurrently.
,How singlethreaded application behaves?.
It does things sequentially.
All JEE application are multithreaded?,
Not necessarilly. You could write a JEE app so it is effectively sequential, but why bother?
all stanalone applcation are single threaded?
No.