First, open the "Databases" node and then the "Drivers" subnode in the NetBeans "Services" pane. Then right-click on the "JavaDB (Network)" node and select "Connect Using.." from the popup menu.
This brings up a wizard with three steps:
When you complete the wizard a new connection will appear.
The default schema should be used.
You can change the name to a shorter name if you prefer or accept the default name.
A new connection should appear below the "Drivers" node.