Basically if you a remote control it is not a big deal.
basic steps would be
- install mysql
- install jdk
- install glassfish
Assuming you have a *nix based server.
Here you can find steps related to GF3 installation. However I do not like the way GF installation described there. Moreover I do not think you are going to have X environment on your server. So if you need to install GF3 you can follow installation for JDK and install GF3 from a zip file. The process is described in the the installation tutorial for GF4. It would be the same for GF3. There also you may find instructions how to install JDK7. At least one important step is missing in that tutorial however. If you do all the steps from that tutorial, your GF instance would not start when OS is restarted. You can find how to fix this in the official documentation. There you can find how you can configure your GF to start as a service. The steps are the same for v3 and v4.
Basically I provided the first two links because of additional information like how to enable WEB console for remote access. You cannot access it right after installation. You have to enable it by changing admin's password and.. but you find the description there.
You can find many blogs tutorials even videos if you google a bit. Tutorial for ubuntu more informative from my point. Many steps are not specific for ubuntu and could be reused for other distributions.
More thoughts about where and how to install GF here on stackoverflow
Just in case couple of links for mysql 5 installation
official documentation
tutorial for different distributions
Just in case. You can use putty for remote access. If your server is configured to allow this, you would be able to connect. You may want to ask support team to clarify it.
For windows it is even simpler
you can download an installer from here for GF4 of from here for GF3. You also can download a zip file and install GF as a service. See official documentation and step-bystep simplified tutorial with pictures here.
I think jdk and mysql would not be a problem on windows based server