How do I import Java programs into Netbeans?

I am a new user to both Java and Netbeans. I have written small Java programs and have successfully compiled and run them from the command prompt. And I have successfully written small Java programs in NetBeans and have run them. But, what I cannot figure out how to do is to take existing Java code (the .java file) and run it in NebBeans. I want to do so with friends programs as well as my own. I have tried various import options, etc. but cannot find the "magic sequence" to be able to do this. Can anyone help?