This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Which "library file"? What do you need to achieve?
1) NetBeans has some support for editing and compiling C++. (You'll need to install the compiler and other tools in Windows, and it might be a bit of challenge.)
2) Java can call native code (that includes C/C++ or any other native code compiled by Visual Studio), if that code is compiled/linked into a DLL. If this is what you need to do, look up JNI (Java Native Interface) or JNA (Java Native Access). Of course, the native code can corrupt the memory of the JVM and cause the Java program to crash in ways that are otherwise not possible.