Anna,
As far as I know, JAXB 2.2.6 requires Java 7 support which is not there in MyEclipse 8.5.
Our latest version MyEclipse 10.7 has support for JAXB 2.1 and 2.2. I recommend you install the latest version to take advantage of many developments we made since 8.5.
You can download 10.7 from here :
https://www.myeclipseide.com/index.php?name=Recommend_Us&req=Download&version=ME
You can install MyEclipse 10.7 to a different location without uninstalling MyEclipse 8.5. The license you hold for 8.5 is valid for 10.7 too.
Once you have installed 10.7, you can create a new JAXB project from File > New > MyEclipse > JAXB Project, select the JAXB version. For JAXB 2.2, configure JDK 1.7 and point the target runtime to it.
Let us know if you see any issues.