Put the hazelcast and hazelcast-wm jars in your WEB-INF/lib directory.

Put the following xml into web.xml file. Make sure Hazelcast filter is placed before all the other filters if any; put it at the top for example.

    <filter>
        <filter-name>hazelcast-filter</filter-name>
        <filter-class>com.hazelcast.web.WebFilter</filter-class>
        <!--
            Name of the distributed map storing
            your web session objects
        -->
        <init-param>
            <param-name>map-name</param-name>
            <param-value>my-sessions</param-value>
        </init-param>
        <!--
            How is your load-balancer configured?
            stick-session means all requests of a session
            is routed to the node where the session is first created.
            This is excellent for performance.
            If sticky-session is set to false, when a session is updated
            on a node, entry for this session on all other nodes is invalidated.
            You have to know how your load-balancer is configured before
            setting this parameter. Default is true.
        -->
        <init-param>
            <param-name>sticky-session</param-name>
            <param-value>true</param-value>
        </init-param>
        <!--
            Are you debugging? Default is false.
        -->
        <init-param>
            <param-name>debug</param-name>
            <param-value>true</param-value>
        </init-param>
    </filter>
    <filter-mapping>
        <filter-name>hazelcast-filter</filter-name>
        <url-pattern>/*</url-pattern>
        <dispatcher>FORWARD</dispatcher>
        <dispatcher>INCLUDE</dispatcher>
        <dispatcher>REQUEST</dispatcher>
    </filter-mapping>

    <listener>
        <listener-class>com.hazelcast.web.SessionListener</listener-class>
    </listener>

Package and deploy your war file as you would normally do.