I am reading the book Getting Started with WebSphere Application Server Community Edition.
I created an EJB project with Eclipse EE.
Probably the comments under the question already answered this, but just in case clarification is needed:
1) In Eclipse, right click on the project --> properties --> java build path
2) Click on add external JAR
3) Add c:\glassfish4\glassfish\lib\javaee.jar (Your directory path to this JAR can of course be different.)
--> Ok the dialog, and now Eclipse should be able to see javax.ejb.* classes.