Do you mean compile it to JAR? Netbeans does that automatically, just do clean and build
(hammer sybol) and look in the dist
subdirectory of your project. There will be the JAR with lib
folder containing the required libraries. These JAR + lib are enough to run the application.
Maby you unchecked an option:
Project Properties -> Build -> Packaging -> Build JAR after compiling
(but this is enabled by default)