Where can I find step-by-step instructions to setup JBuilder to work with WebLogic ?

The first thing I recommend to do is to read setEnv.cmd file to properly understand the variables that WebLogic uses, such as the classpath to be defined for the client of Weblogic.

For Weblogic 5.1
Create a library in JBuilder, add the directory "weblogicclasses" to this library.
If you areusing JDriver for Oracle, add Classpath of "weblogicociclasses" right after weblogic classes.
(you will have to download the JDriver from Weblogic seperately, and copy weblogicoci36.dll from "weblogicocibinxxx" (xxx according to ur oracle client ver) to "Oraclebin" folder.

For Weblogic 6.0
Create a library entry in JBuilder, Add the following files to the library:
wl_homeweblogiclibweblogic_sp.jar wl_homeweblogiclibweblogic.jar

JBuilder Enterprise required IAS setup and integration to show EJB and Corba wizards. You must setup IAS for these to be enabled.
More information can be found in this article