This is simply because I haven't set up a reactor to build all the projects. Here what you can do to build it all at once:
- go to the top level (for example in maven-xpetstore-ejb-3.1.3)
- type "maven multiproject:install -Dmaven.multiproject.includes=**/project.xml"
I guess I should add this in a maven.xml file at the top so that typing "maven" will simply work. Honestly I haven't fine-tuned the build; I just wrote the minimum for the article.