One creates a state machine in jMonkeyEngine using the following:
ModelStateMachine modelStateMachine = new ModelStateMachine();
spatial.addControl(modelStateMachine);
To add a layer, one needs to set the default state.
Layer modelBaseLayer = new Layer();
modelStateMachine.addLayer(modelBaseLayer);
modelBaseLayer.setInitialState(new IdleState());
How to create a state like the IdleState, is explained in the chapter about State. More information on Layers is explained on the Layers docs
Next Topic: State