Download GlassFish from https://glassfish.java.net/download.html. GlassFish comes in two flavors: Web Profile and Full Platform. Web Profile is like Tomcat, which does not include EJB support. So download the Full Platform. Unzip the downloaded file in a folder. The default port of the GlassFish server is 8080. If you want to change that, open glassfish/domains/domain1/config/domain.xml in a text editor (you could open it in Eclipse too, using the File | Open File menu option) and look for 8080. You should see it in one of the <network-listener>. Change the port if you want to (which may be the case if some other application is already using that port).
To start the server, run the startserv script (.bat
