When you download Hibernate, there's a list of jar files that it requires. Put the Hibernate jar file and the jar files from that list (at least the ones required to run it, not the ones required to build it) into your classpath. That's all.
If you're planning to use Hibernate, though, you should be competent enough to find that list and use it. If you can't set your classpath then you shouldn't be contemplating using Hibernate until you gain more experience. It's not for beginners.
So in fact your question has nothing to do with NetBeans?
If you don't know your environment well enough to pick up an unrelated library and use it in your environment, then you shouldn't be using your environment.
If you do then any decent tutorial on Hibernate will do just fine. Which ones did you try and what's the problem?