The mechanics of calling an EJB from a remote client and calling an EJB from an applet are no different. However, applets are subject to security constraints related to the nature of applets. Since applets can deploy on any browser and many browsers at once, you could stage a denial of service attack from an applet. In order to prevent that and other network attacks, the virtual machine for executing applets has constraints for connecting from the host of the browser to other systems.
So the tutorials you should seek are about security, applets, signed jars and network connections from applets. The signing mechanism is the usual means of indicating that the applet code is "assured" and can connect back to the host that authorised or signed the jar. I would suggest doing some applet tutorials involving network connections from the applet to a remote host before tackling EJB calls.