A Java client can directly access EJBs running on an application server through the RMI/IIOP protocol. RMI (Remote Method Invocation) allows Java clients to invoke methods on remote objects, and IIOP (Internet Inter-ORB Protocol) is used for communicating with CORBA-compliant servers, which is typically required for EJBs. JDBC, SOAP/JMS, and SOAP/HTTP are protocols used for different types of communication and don't provide the direct access required for EJBs.