Hi sjachym,
Adding "export to WAR" functionality to the Eclipse plugin has been reported and is planned for inclusion in a future release (see Issue # linked below). This means that worst case, you can at least generate the .war file and add it to your EAR project.
Issue #3584:
We might also be considering adding support for adding Web Application projects to EAR projects through the existing wizard in Eclipse, however we're gathering more info about the use cases to know exactly what is needed for better integration. I would suggest checking out Issue #3584 and indicating your interest in seeing this feature come to life, as well as provide more background info to Miguel who is investigating this issue.
Hope that helps,
-Sumit Chandel