There are two aspects to this question.
When you run a command from the command line, the "working directory" is the directory you were in when you ran the command. The instructions that you are reading say to put the native library there because Java's default search path for native library includes the current directory. Alternatively, you could add a -Djava.library.path=...
option to the java
command to set the search path explicitly.
When you run a command from within Eclipse ... or NetBeans ... the IDE's launcher will set the appropriate JVM parameters to include the project's native library directory on the search path. You need to put the library in THAT directory. This wiki page explains what you need to do for NetBeans.