Those are the three different platforms of Java. Java ME (Micro Edition) is for mobile devices, such as cellphones. Java EE (Enterprise Edition) is for development on application servers and such. Java SE (Standard Edition) is just what the name implies, it's the standard language APIs for working on most common systems.
NetBeans is an IDE (Integrated Development Environment.) IDEs are nice because they let you do some advanced things with more ease, but whenever you start to program, it's much easier to use a text editor.
Java Flavors 
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