First of all, your question got nothing to do with Netbeans as it mentioned in its original version. Netbeans is just an IDE like Eclipse. Your question is only related to Java.
And to break your question down further, you do not need to put this "into" Netbeans or whatever. The API you mentioned is a web API which returns JSON. So the only thing you need to do is to request URLs (just like in the browser), parse the JSON string to an object and work with this object.
Here is an example how to request the URL/JSON and how to parse it to a JSON object:
public static void main(String[] args) throws Exception {
String url = "http://openexchangerates.org/api/latest.json?app_id=db98850be67e4d3d9a3ac0cf26ea2e40";
String json = new Scanner(new URL(url).openStream(), "UTF-8").useDelimiter("\\A").next();
JsonParser jsonParser = new JsonParser();
System.out.println(jsonParser.parse(json));
}
The example uses Googles GSON librare which you find at https://code.google.com/p/google-gson.