through a terminal/prompt/...
if it's a class file you are trying to run: java MyClass
if it's a jar file: java -jar MyJar.jar
but honestly, if you don't know how to do this, or not even how to find this information on the net, you really shouldn't be working with Netbeans (or any other IDE, for that matter), you should first learn the basics of the language.
That's right - the jar file (etc if needed) is placed in the dist folder when you build & clean, replacing anything that may have been there before (so don't put anything in here yourself!).
Mark this "solved"?