(I'm not sure wether the ant-category is for the build script of JDEE, or for the ant-binding in JDEE ... I assume the first one, maybe someone can move this.)
I used the 2.3.6-branch, revision 90, on Windows XP.
The Ant-script copies config/build.el and and replaces inside some strings with generated path names.
Unfortunately, these created pathnames are Windows-paths, containing backslashes (\). And this has the result, that Lisp misinterprets the backslashes as escapes, and gives an error "file not found".
My workaround was to hardcode cedet.dir, elib.dir, build.lisp.dir and scr.lisp.dir (with forward-slashes (/)) and give to ant as property-parameters (actually in a file). Then the build works without problems.