(assuming you're using a recent version of m2ee-tools)
You need to have the following config file: /etc/m2ee/m2ee.yaml
with the following contents:
mxnode: # mxjar_repo, containing directories with version-numbering, which contain # mxruntime and m2ee-server directories with java libraries mxjar_repo: /usr/local/share/mendix/
the /usr/local/share/mendix/ dir (or whatever you've filled in there) needs to contain the runtime(s) that you plan on running.
I install Mendix on my own server.