Though you won't be doing any development in Java, NetBeans still relies on the Java Development Kit. If you don't already have this, you need to install it. Note that this is different than the Java Runtime Environment you're likely to already have installed.
If you do already have the JDK installed, or install the JDK on your system another way (such as apt-get on Linux), you can skip the steps to install the JDK.
First things first, open up http://www.oracle.com/technetwork/java/index.html. On the Downloads dropdown, click Java for Developers.
There are several downloads on this page. Be sure to click the download link next to Java SE Development Kit (JDK).