Once you have installed the directory server, if you want use the (very nice) web console, you need to register it into smc with the following command :
# /opt/SUNWdsee/dscc6/bin/dsccsetup initialize
When you install JES5, the installer ask you if you want to create a server instance, which is required when you want install the access manager. Though, the instance created at install is not available in the console, to fix that, run the following command :
# /opt/SUNWdsee/dscc6/bin/dsccreg add-server /var/opt/SUNWdsee/dsins1