Deepak Vohra has published a very nice tutorial on OTN on using Coherence from JDeveloper. It gives you a step-by-step guide on how-to get started using Coherence from within JDeveloper.
One thing that you should keep in mind going through this tutorial is if you are running this tutorial on a machine with multiple network cards. For example, you have installed the Loopback Adapter on your PC. As long as you are running a single cache (as in the example) this doesn't give you any issues, but if you startup another cluster node outside of JDeveloper and you want to ensure that they belongs to the same cluster then you should specify the IP address that you want the cluster nodes to bind to, otherwise it could happen that they end up binding to different IP addresses on your machine, for example one binds to your NIC and another one binds to you Loopback Adapter, and in this case they won't belong to the same cluster. By default Coherence will attempt to obtain the IP to bind to using the java.net.InetAddress.getLocalHost() call, so it shouldn't happen, but I've seen this happening, so it can happen.
You can solve this issue by specifying the IP address to bind to by using the Java parameter tangosol.coherence.localhost, like -Dtangosol.coherence.localhost=192.168.96.1 on the command line when starting the external cache. In JDeveloper this would be done in the 'Run Configuration' configuration as described in the tutorial.