The only thing that NetBeans has in common with Microshit Visual Studio is that it is an IDE. There are no special areas (that I am familiar with at least) where you set up Database Connections. If you want to connect to a database, I would recommend you visit the Java Database Connectivity Tutorial (JDBC tutorial):
http://java.sun.com/docs/books/tutorial/jdbc/
If you have any questions AFTER YOU HAVE THOROUGHLY READ AND APPLIED THE LESSONS LEARNED FROM THE TUTORIAL, feel free to come back and we will be happy to help you.
You would have to do the following:
1. get a jdbc driver for your database
2. find out the port/url your db is using
3. be able to access this db (I mean know user/password combination)
4. add the driver to the project's libraries and/or in the netbeans Runtime tab, click Databases, Drivers, right click on Drivers node and click Add Driver..
5. In Netbeans go to Runtime tab, click Databases, new Connection and follow the wizard.
Hope this helps!
Kris