Using JavaFx classes in a regular Java program

I'm new to Java and found the NetBeans IDE to be more of my taste.  

With that context taken care of, I started up a simple project on the standard library (again, this is without much knowledge so I'm assuming default is standard, I can get to swing/awt stuff fine).

I have learned that the default sound access doesn't allow you to load mp3 files, and I am trying to avoid rolling my own api.  I did however, find that JavaFx has a class that specifically does this (Media) and would like to include it in the project.

First problem is, although I can open up a new JavaFx application, that's not what I want.  I want to import JavaFx and use that specific class only.  I am failing horribly to find a way to do that with NetBeans.

Second problem is, I'm looking for the Visual Studio equivalent of add reference - and do not know where to begin looking in NetBeans.