The best (the only?) way to test both of these features without installing the JRockit JVM itself is to install Mission Control as an Eclipse (3.7) plugin using its update center.
Once you switch to the Mission Control perspective, locally running JVMs (Apple’s latest 1.6 JVM, the JDK 7 Developer Preview or OpenJDK) are all detected with “General”, “MBeans” and “Runtime” sections very much functional. It’s still early days with the Flight Recorder and Memory Leak Detector features not yet available.
Looking at a JVM running GlassFish 3.1.1, the application server AMX’s are available once you initiate a bootAMX operation.