IIRC Netbeans just shows the stack trace in the debugger console and you can jump from there to the source lines. I assume it's nowhere mentioned because it seems to be such an integral feature of any debugger. Maybe my memory betrays me though, wouldn't be the first time.
That's different from actually breaking and halting execution on an uncaught exception though - just jumping to the source code after it's crashed won't let you inspect the local state that caused it.
There is this bug that suggests it was broken but is now fixed in NB 7.0: http://netbeans.org/bugzilla/show_bug.cgi?id=190527