you will probably do a bit of file copying around - depending on the way you run the tests.
JaCoCo runs as a java agent. So you usually add the javaagent parameter as mentioned in the docs you linked to the start script of you application server.
-javaagent:[yourpath/]jacocoagent.jar=[option1]=[value1],[option2]=[value2]
so it would look like:
java -javaagent: -jar myjar.jar
Using tomcat you can add the "-javaagent" part into JAVA_OPTS or CATALINA_OPTS environment variables. Should be similar for other servers.
this will create the jacoco*.exec files. you need to copy those back to your build or CI server to show its results (for ex if you use sonar you need those files before running the sonar reporter). Its important to just include the packages you're interested in.
You can also create one jacoco.exec file per test flavour (jacoco.exec for unit tests, jacoco-it.exec for integration tests, jacoco-at.exec for application tests).
And I would not mix coverage with performance testing - just to mention that too.
There are some examples on stackoverflow for JBoss