How can I define an enumeration in an object diagram?
+---------------------+
| <<enumeration>> |
| :DayOfTheWeek |
| ¯¯¯¯¯¯¯¯¯¯¯¯¯ |
|_____________________|
| Sunday |
| Monday |
| Tuesday |
| ... |
+---------------------+
or like that:
+---------------------------+
| <<enumeration>> |
| Sunday:DayOfTheWeek |
| ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ |
|___________________________|
| |
+---------------------------+
+---------------------------+
| <<enumeration>> |
| Monday:DayOfTheWeek |
| ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ |
|___________________________|
| |
+---------------------------+
I think it's only possible to create one instance of an enumeration object, is that right?

It's important to distinguish between class and object diagrams. If you were talking about class diagram, indeed there was only one class of your
DayOfTheWeektype, but there is no restrictions on the number of enumeration objects (unless you defined it explicitly as singleton). E.g., one enumeration object can represent Sunday and the other one can represent Friday.