First of all, you cannot "install" Java EE. Java EE consists of a number of specifications. You can install implementations of those specifications however.
Depending on your needs, there are lots of possibilities. To install most (or all) of the specifications, you can choose a Java EE 7 compatible Application Server. Depending on your needs, you can choose between application servers that implement the web profile or application servers that implement the full profile. For a list of Java EE7 compatible application servers see Java EE Compatibility.