I got Neo4j version v1.9.M05 to work (on Windows) by including in Build.scala
val appDependencies = Seq(
...
"org.neo4j.app" % "neo4j-server" % "1.9.M05" classifier "static-web" classifier "",
"ch.qos.logback" % "logback-core" % "1.0.3" force(),
"ch.qos.logback" % "logback-classic" % "1.0.3" force()
There's a thread about having to use older logbacks (otherwise causes some exception) - Play 2.1 and Neo4J WrappingNeoServer errors with Logback.xml
Details on the milestone build is here -http://docs.neo4j.org/chunked/milestone/server-embedded.html. I haven't tried for the stable release, but the documentation is similar - http://docs.neo4j.org/chunked/stable/server-embedded.html
E.g. test if it works
GraphDatabaseService graphDb = new GraphDatabaseFactory().newEmbeddedDatabase(DB_PATH);
// get all the nodes
Iterable<Node> nodes = GlobalGraphOperations.at(graphDb).getAllNodes();