Do you mean compile it to JAR? NetBeans does that automatically, just do "clean and build" and look in the "dist" subdirectory of your project. There will be the JAR with "lib" folder containing the required libraries. These JAR + lib are enough to run the application.
If you disable "Compile on save" in the project properties, then it is no longer necessary to do "clean and build", simply "build" will suffice in most cases. This will save time if you want to change just a bit of the code and rebuild the JAR. However, note that NetBeans sometimes fails to handle dependencies and binary compatibility properly, which will lead to a faulty JAR throwing "no such method" or other obscure exceptions. Therefore, if you made a lot of changes since the last full rebuild and even remotely unsure that it will still work even if some classes aren't recompiled, then you must still do a full "clean and build" in order to get a perfectly working JAR.