The SDK can run a JavaFX application in JAD or JAR form. The SDK does not support creating or compiling JavaFX projects. The NetBeans™ IDE, combined with the JavaFX SDK, supports JavaFX application development with full editor support, draggable components, and more. Download the development environment from http://www.javafx.com/.
When your application is complete, you can use the Java ME SDK to run its JAD or JAR file on an emulator or device. In the Device Selector, right-click on a device and select Run JAR or JAD... from the context menu, then browse to select the file.
See also: http://www.javafx.com/