The following tutorial explains how to perform basic texture splatting with height maps.
http://jmonkeyengine.org/wiki/doku.php/jme3:beginner:hello_terrain
I was able to follow this tutorial and exercises with excellent results. However, I am wondering how to add more than three textures. I see in the material parameters of the Terrain.j3md file there are only three texture layers: Tex1, Tex2, Tex3 so I don't believe you can do this using the Terrain.j3md.
It is my assumption that you have to use the TerrainLighting.j3md. However, this is structured very differently with parameters such as NormalMap and DiffuseMap and I cannot find any documentation/tutorials explaining what exactly these are.