If you don't have Maven, you can get it here. Install it and then invoke:
mvn archetype:create -DarchetypeGroupId=com.pyx4me \ -DarchetypeArtifactId=j2me-simple -DarchetypeVersion=2.0.4 \ -DremoteRepositories=http://www.pyx4me.com/maven2 \ -DgroupId=org.example -DartifactId=myapp
First, you must decide on your group id and artifact id. For example, let's choose org.example for our group id and myapp for the artifactId.
Again, the first time you do this, you'll see a large number of download messages.
This should yield a project in the directory in which you invoked the command that has all the fixings for experimenting with j2me.
Maven also comes pre-packaged with plugins for getting up and running with your favourite IDE. Off the top of my head, I know that mvn idea:idea and mvn eclipse:eclipse will do the right thing for you. You can open the project with your favourite editor and (assuming you have your editor pointing to a correct Wireless Toolkit installation), off you go!