Is it possible to use Toplink Essentials without application server, just on desktop application?
Yes but for certain behaviour you may have to use the JVM startup options to enable the toplink agent. I believe this is for the lazy loading or something similar.
Do you mean TopLink or TopLink Essentials? The first is a commercial Oracle product. The latter is the reference implementation of JPA 1.0, which is a somewhat cut down version.
Honestly I don't think there's any reason to use anything other than EclipseLink (which will be the JPA 2.0 reference implementation) or Hibernate.
To actually do this: