The downloadable Java EE SDK from oracle.com includes not only the Java EE APIs, but also implementations of these APIs (Glassfish application server, the reference implementation). This SDK also includes tutorials, code samples, and documentation. The Java EE 6 SDK is a complete application server and development kit. This download may be helpful to provide a full environment for developing and deploying Java EE applications.
You do not technically need this particular downloadable SDK to develop and deploy Java EE applications, however. To develop Java EE applications, you only need the Java EE APIs, which can be obtained from the Java EE SDK or from a number of other sources (e.g. java.net maven repository, or from other application servers or repositories). The APIs alone (i.e. the JAR files) will enable you to build your EE applications against the Java EE specification. Then, you can download any Java EE compatible application server (Glassfish, WAS, JBoss, etc, etc.) and deploy your applications.