To create a database open the "Services" pane on the right side of the NetBeans window. If it is not showing just type "Ctrl-5" on the keyboard.
Then right click on the "Java DB" node under the "Databases" node and select "Create Database…" from the popup menu. You may need to expand the "Databases" node to get at the "Java DB" node.
When you have clicked on "Create Database…" a "Create Java DB Database" dialog will appear.
Fill in the "Database Name:" field with the name that you want for your database.
Fill in both the "Password:" and "Confirm Password:" fields with the password you want to use for your database.
Usually you will accept the default "app" name for the "User Name:" field. Then click on the "OK" button.
After the database is created a new potential connection node ( icon) appears under the "Databases" node. The zig-zag white line through the icon indicates that it is not currently connected.