SJSE 8.1 (built on top of NetBeans 5.0) supports development of many different kinds of applications (as documented at http://www.netbeans.org/kb/index.html).
Broadly, they fall under two categories: standalone desktop applications and web-based (either web or j2ee) applications.
- Web applications:
The webapps can be deployed directly to the target servers from within the IDE itself. In addition, the IDE also provides the feature to export the webapps in war/ear formats, which can then be deployed to any web/appserver using the server's management console/deployers.
- Standalone application
The IDE supports packaging the entire application (and its related resources and libraries) in one single jar file,.
Please take a look at:
http://www.netbeans.org/kb/articles/javase-deploy.html
Packaging and Deploying Desktop Java Applications
The jars are then distributed to endusers who should have jre installed on the system. This is the most common scenario for distributing java apps.
The IDE does not provide a setup generation facility itself. But if you do want to provide one, there are several open-source implementations for java-program installers that are available on the Net:
http://java-source.net/open-source/installer-generators