Once the installer program is downloaded, run it. Though there are a few options in the installer, there's not really much to change. Just accept the default options and wait for the installer to be finished.
If you do install the JDK to a location other than the default, be sure to note where you installed it. This information may be useful when you're installing NetBeans.
Now that the JDK is installed, you can get to installing NetBeans.