I'm proving ODEJava and Xith3d and it perfectly works. However, I don't know if it's my fault, Xith3d don't show any joints. When an object that it's joined with other fall, their behaviour is correct but I don't see the link.
How can I do for seeing this joint?
Well, you can't see anything, unsurprisingly, because joints aren't meant to be displayed. If you want to display a joint, you have to represent yourself. However, what would be interesting is you could create a "displayer" class for joints and integrate it into the existing ODEJava-Xith bindings (I bet it's really easy).
Oh and if you could from now on post on the new Xith3D forums : http://www.xith.org/forum/
That would please JGO guys ^^