When I created my project I elected to start with the Java Desktop Application (New Project > General > Java Desktop Application). Most of what Geertjan specifies that you do is still correct under NB9, but there are some subtle differences which are easy to figure out. There is one (minor) issue to be aware of. When you want to drag and drop the WorldWindGLCanvas Bean onto the DemoFrame, you need to delete the central canvas that's already there. Once deleted, you then drag the WorldWind bean into its place.
This looks to be a really interesting tutorial series.