I have java ee6 web profile sdk & I am using eclipse ee. I installed Glassfish plugin for eclipse using Download additional server adapters in the New Serve
Although late reply, but may be useful to someone facing similar issues.
If no domain exists in your glassfish path i.e say C:\glassfish4\glassfish\domains\ then you can create a new domain in the same path as follows:
Navigate to C:\glassfish4\bin\ directory and double click on asadmin.bat. It will open a command prompt as asadmin >
Type the following command asadmin > create-domain --adminport 4848 domain1
Click Enter repeatedly to keep the default settings viz. username (admin) password and other things.
That's it. You will find the domain1 created under C:\glassfish4\glassfish\domains\ directory with all default configurations.
If want to create domain in another directory or want some more info then can refer Oracle Glassfish Reference Manual:
http://docs.oracle.com/cd/E19798-01/821-1758/create-domain-1/index.html