It would seem to me that using TCP/IP would be the easiest way to make this NJE connection happen (again as long as they are not in the same MAS). Assuming each MVS image has an IP address that can be accessed from the other MVS image, then it is just a matter of defining the needed NJE NETSERVs, SOCKETs, and LINEs in JES2.
If you do not have TCP/IP for some reason, and you are 2 guests on the same VM image, you can use virtual CTC adapters in VM to set up a BSC connection between the 2 guest images. This is a bit old fashion, but it still works and is probably the easiest NJE to set up (assuming you understand the VM commands to couple the virtual CTCs).
You can look in the JES2 initialization and tuning guide for more information or there is a SHARE presentation that could help:
https://share.confex.com/share/119/webprogram/Handout/Session11757/What%20are%20all%20these%20JES2%20NJE%20Options.pdf
Tom Wasik
JES2 Development