JPA is an object persistence API, one implementation of which is Hibernate which is an ORM layer between your Java code and an SQL database. Hibernate/JPA handle the mapping back and forth.
The article uses a light java database HSQLDB which can run as a file based or memory based database though any jdbc connected database should work.
The article consists of 2 Java files and an XML config file, to get these running under NetBeans I did the following:
I created a project.
Then I created a place for the config file: META-INF off the src directory and placed the persistence.xml file in there. To create folders in NetBeans click the parent folder (eg Source packages) select New > Other > Folder if it isnt already in the list of types.
I then added the two Java files under a package "addressbook"
META-INF
persistence.xml
addressbook
Person.java
Main.java
Then I downloaded a the HSQLDB stuff and placed it in a directory. I added the hsqldb.jar to the project.
Hibernate Support was already an installed Plugin on my copy of NetBeans 6.5. Under the Tools > Libraries page I found a few libraries to select from. The library needs to support annotations and a bunch of logging things so I added the Hibernate JPA library to my project. That was all I needed.
Next I set up a script to run HSQLDB as a separate process
java -classpath lib/hsqldb.jar org.hsqldb.Server
and ran the NetBeans project which did as it was expected to do.