Put the hazelcast and hazelcast-wm jars in your WEB-INF/lib directory. Optionally if you wish to connect to a cluster as a client add hazelcast-client as well.

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>
    <!--
        Name of session id cookie
    -->
    <init-param>
        <param-name>cookie-name</param-name>
        <param-value>hazelcast.sessionId</param-value>
    </init-param>
    <!--
        Are you debugging? Default is false.
    -->
    <init-param>
        <param-name>debug</param-name>
        <param-value>true</param-value>
    </init-param>
    <!--
        Configuration xml location;
            * as servlet resource OR
            * as classpath resource OR
            * as URL
        Default is one of hazelcast-default.xml
        or hazelcast.xml in classpath.
    -->
    <init-param>
        <param-name>config-location</param-name>
        <param-value>/WEB-INF/hazelcast.xml</param-value>
    </init-param>
    <!--
        Do you want to use an existing HazelcastInstance?
        Default is null.
    -->
    <init-param>
        <param-name>instance-name</param-name>
        <param-value>default</param-value>
    </init-param>

    <!--
        Do you want to connect as a client to an existing cluster?
        Default is false.
    -->
    <init-param>
        <param-name>use-client</param-name>
        <param-value>false</param-value>
    </init-param>
    <!--
        Client configuration location;
            * as servlet resource OR
            * as classpath resource OR
            * as URL
        Default is null.
    -->
    <init-param>
        <param-name>client-config-location</param-name>
        <param-value>/WEB-INF/hazelcast-client.properties</param-value>
    </init-param>
    <!--
        Do you want to shutdown HazelcastInstance during
        web application undeploy process?
        Default is true.
    -->
    <init-param>
        <param-name>shutdown-on-destroy</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.