You don't need Netbeans for this, go directly to the project location in your hard drive and do a ctrl + c and then ctrl + v in the desired destination.
This will copy everything, configuration files, property files, external libraries that have been added to the project.
In the case of a development database, you have to make a dump of it and copy the dump file to you USB. It should no t be too hard to keep a development copy that you can import wherever you go.
If you ask me, doing this is asking for trouble. Use a repository, if the reason not too is:
I don't want to have the project publicly available.
Then you are taking the wrong approach to the problem. Find a source code version control service that allows you to have private projects. There are cost based and free offerings that you can pick from.