Create an EJB Project in Red Hat JBoss Developer Studio step 1 in 2.1. Create an EJB Archive Project Using Red Hat JBoss Developer Studio in Developing EJB Applications book reads

To open the New EJB Project wizard, navigate to the File menu, select New and then select EJB Project.

I believe the New submenu of File menu is context dependent and does not always show EJB Project. I think it would be more suitable to tell the user to get to EJB Project wizard, maybe something along the lines of this:

Open the New EAR Application Project Wizard: Navigate to the File menu, select New, then select Project. The New Project wizard appears. Select EJB/EJB Project and click Next.

Just like in step 1 of Create an EAR Project containing an EJB Project in 2.3. Create an EAR Project containing an EJB Project.