From Forum Nokia Wiki

Most libraries come as part of the platform you’re using, which is specified in the Java Platform Manager. Additional libraries can be added through the Library Manager which you find on the Tools menu. This makes it easier to use libraries because the NetBeans IDE will use this information to provide you documentation support (JavaDoc), to see the source code, etc. In addition NetBeans will ensure that the library is available on the classpath when executing the application.

To add a new library click the New Library... button. Give a name to the library and click the OK button. T he library should appear in the library tree at the left hand side of the Library Manager dialog box.