How to Install Application Server.
Here I am going to give you Demonstration of Sun One Application Server, That you can find it from sun Web site..
We can install Any Application server According to the requirement and Deploye / Install IDM on that Container.
For Other Application Server Installation you can through on these below link
http://docs.sun.com/app/docs/doc/820-5594/ghrsw?l=en&a=view ( For Glassfish)