In CE setup you can install OpenDJ by itself. You can do a complete installation and just zip the OpenDJ server up and move it to another folder. It's all java in one folder, so it should be fine.
Or, you can do a CE install and choose to only install the OpenDJ server.
In oxAuth & oxTrust configuration files (`oxauth-ldap.properties`, `oxTrustLdap.properties`), you choose the location of the LDAP server. The only thing you might want to look out for is if you're trying to add schema data through oxTrust, be careful.