Thanks for all your tips - I wasn't aware that there is a separate download for the samples.
So here's what I ended up doing (note that I have my own remote repository, so this might not apply to you):
I downloaded the jdk7 samples from Oracle's website. Inside I found a jnlp.jar, which contains just the jnlp API:
sample\jnlp\servlet\jnlp.jar
This I deployed to my private remote repository (artifactory) as jnlp-api-1.7.jar and then configured the pom.xml like so ('provided' scope because at runtime these classes are provided by javaws.jar, as pointed out by Aksel Willgert):
<dependency>
<groupId>javax.jnlp</groupId>
<artifactId>jnlp-api</artifactId>
<version>1.7</version>
<scope>provided</scope>
</dependency>
And for completeness, a screenshot of the deployment to artifactory: