Check the MSSQL port
First, you need to check that MSSQL indeed listens on the default port 1433. To check it run the script or use other methods:
USE master
GO
xp_readerrorlog 0, 1, N'Server is listening on'
GO
In my case, it listens on 1444, so you might need to change the port in JDBC connection string:

Choose version of sqljdbc_auth.dll
Second, to use integrated security you need to put sqljdbc_auth.dll in NetBeans bin path (in my case for 8.1 it's C:\Program Files (x86)\NetBeans 8.1\bin).
The sqljdbc_auth.dll ships with Microsoft JDBC and you can find it in sqljdbc_4.2\enu\auth\x64 (or x86) directory.
You need to choose the right version of sqljdbc_4.2. If NetBeans uses x86 version of java then choose x86 version of sqljdbc_auth.dll. You can check it with NetBeans in Help -> About. In my case it uses x86 version:

If you have x64 version then it would look something like this:

Change jdbc connection string
After that add integratedSecurity=true to the JDBC URL for example:
jdbc:sqlserver://SRV-01\SQL2008R2:1444;integratedSecurity=true
To check other JDBC related issues you can find log in View -> IDE Log menu. Hope this helps.