Best way to start with Swing is to go through Swing Tutorial on Oracle / Java site as mentioned in above post and just try running all demo swing programs.
Experimenting with your own stuff in provided code would help you learn a bit.. :thumbup:
Best way to learn the Swing is by doing the things, take any topic or chapter you like by order and try to create that component or an action.
If failed to create it with javadoc look for some example sites around which gives the idea to create the components or action events.
I would recommend avoiding the "Learning Swing with Netbeans". That way you will end up learning Netbeans and not Swing. The best way to learn Swing is hand coding.
Since Netbeans is developed by Sun/Oracle its obvious why its incorporated in the "official tutorials"