Unless you use a Maven structure (see here getting started with Maven) you will have to download all jars manually.
If using only Hadoop (as in your example) this might not seem that much of a deal, but when working with big projects it is easier to declare your dependencies in a pom.xml file. It is much more easier than downloading X different jars, and you can easily move to a newer version of a library, rather than having to delete and and download another.
I saw that someone asked in a comment why people like Maven so much. Well, to be honest, I personally find it easy to use and very useful. Furthermore, a Maven project can be easily imported in IntelliJ, Eclipse or Netbeans, whereas creating for example an IntelliJ project can cause difficulties in importing it in Eclipse or NetBeans.
To get started using Maven with Netbeans, you can go to: New Project, Categories:Maven Projects:{Best Option}. Then in the project files, open pom.xml. Here is where dependencies for your project are added. If you are not sure what to insert try searching for your jar name + "maven" on the internet. The plugin for Netbeans is able to connect to the maven repository and autocomplete most fields.
Sample from: http://mvnrepository.com/artifact/mysql/mysql-connector-java/5.1.6
<project...>
....
<dependencies>
<dependency>
<groupId>org.apache.hadoop</groupId>
<artifactId>hadoop-core</artifactId>
<version>1.0.3</version>
</dependency>
<dependency>
<groupId>mysql</groupId>
<artifactId>mysql-connector-java</artifactId>
<version>5.1.6</version>
</dependency>
</dependencies>
...
</project>