Yes, you need to manually download PHPUnit Script and Skeleton Generator Script
wget https://phar.phpunit.de/phpunit.phar
chmod +x phpunit.phar
sudo mv phpunit.phar /usr/local/bin/phpunit
wget https://phar.phpunit.de/phpunit-skelgen.phar
chmod +x phpunit-skelgen.phar
sudo mv phpunit-skelgen.phar /usr/local/bin/phpunit-skelgen
and complete the Tools/Options/Frameworks & Tools form

Full details for installation and configuration can be found here. But even if you do that, it won't work because there is a bug in the last version of netbeans (8.0.2).
Bug 254276 - NetBeans v8.0.2 incompatible w/ latest PHPUnit version.
So you have two choices: either you use a nightly build that will contain the following patch solving the problem:
1.1 --- a/php.phpunit/src/org/netbeans/modules/php/phpunit/commands/PhpUnit.java
1.2 +++ b/php.phpunit/src/org/netbeans/modules/php/phpunit/commands/PhpUnit.java
1.3 @@ -123,6 +123,7 @@
1.4 private static final String COVERAGE_LOG_PARAM = "--coverage-clover"; // NOI18N
1.5 private static final String LIST_GROUPS_PARAM = "--list-groups"; // NOI18N
1.6 private static final String GROUP_PARAM = "--group"; // NOI18N
1.7 + private static final String PARAM_SEPARATOR = "--"; // NOI18N
1.8 // bootstrap & config
1.9 private static final String BOOTSTRAP_PARAM = "--bootstrap"; // NOI18N
1.10 private static final String BOOTSTRAP_FILENAME = "bootstrap%s.php"; // NOI18N
1.11 @@ -319,6 +320,8 @@
1.12 // #218607 - hotfix
1.13 //params.add(SUITE_NAME)
1.14 params.add(getNbSuite().getAbsolutePath());
1.15 + // #254276
1.16 + params.add(PARAM_SEPARATOR);
1.17 params.add(String.format(SUITE_RUN, joinPaths(runInfo.getStartFiles(), SUITE_PATH_DELIMITER)));
1.18 }
1.19
either you wait for the next release.