Thanks for your post.
The installer is only useful if you want to update your JBoss EAP or WildFly installation with a specific PicketLink version. What it does is just update the PicketLink modules. This is specially useful if you want to use PicketLink Federation: SAML or WS-Trust.
But if you are looking for security to your JEE application you may not use the installer and just follow the steps about how to configure your project with PL dependencies. Or you can use PicketLink Forge Addon 
to create a simple project with PL.