A short tutorial because I keep forgetting how to do it.
I had to keep hunting down install stuff when I was working with JOGL, so I thought I'd put it online. If this is helpful, cool, if it isn't, I apologize for getting your hopes up--no warranty is given, express or implied; your mileage may very; etcetera. The information given here is known to be out of date and describes installing a deprecated old version of JOGL.
I downloaded JOGL from Kenai, the open source group that develops it. Finding the latest release there is nontrivial. I eventually found version 1.1.1 and I'm developing with the Windows binaries. JOGL advanced from 1.1.1 to 2.0 along with OpenGL ES, so I should really be using the latest JOGL 2.x binaries, but I'll upgrade later.
To convince Eclipse to build code using the 1.1.1 libraries, I unzipped the 1.1.1 .dll and .jar files into an arbitrary location (I chose under my Java folder in Program Files) and then I added the hardcoded paths to gluegen-rt.jar and jogl.jar to the Java Build Path settings for my project, updating the 'Libraries' and 'Order and Export' tabs.
Once the project knew where the .JARs were, Eclipse was happy. Next was to get the compiled apps to run, which meant updating my environment variables. I'll admit I took a heavy-handed approach here and may have updated more than I had to, but I added the path to the JOGL .DLLs to my $PATH$, $CLASSPATH$, and $LD_LIBRARY_PATH$.
And it works!