This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
Derby is typically used as an in-memory database by a Java process. There is a way to run Derby as a standalone database server, have you performed those steps? You need to do that before you can connect NetBeans to a Derby server.
But you don't need to really do that to write apps that make use of Derby. For that just code to JDBC, use the correct connection string, and add the Derby JAR to your project.