Java EE is all about container concept.
Container is an execution context within which will run your application and which provide this last a set of services. Each kind of service is defined by a specification named JSR. For example JSR 907, JTA (java transaction Api) which provide a standard way to manage distributed transaction against different resources.
There are generally many different implementations for a given JSR, the implementation you will use depends on the container provider, but you don't really mind about that as you are sure the behavior respect the predefined contract : the JSR API.
So to take advantage of Java EE, you need to run your application inside a container. The two main ones are EJB and servlet container which are both present on any Java EE certified application server.
The aim of all of this is to defined a standard execution environment to allow to package your application with only the essentials, id.est. your business. It avoids to depend on a unknown and various set of third-party libraries that you would have to package and provide with your app otherwise, and which may be sources of conflict with other apps on the server. In Java EE you know that all standard non functional requirements like security, transaction, scalability, remote invocation, and many more will be provided by the container (factorized for all apps running inside it) and you just have to base your work on its.