Even the description from Netbeans Help matches exactly my needs:
"The Favorites window enables you to access any file on your computer or network without having to create a project for the file. You can open the Favorites window by choosing Window > Favorites (Ctrl-3).
When you first open the Favorites window, it only contains your computer's home directory. You can add any folder to the Favorites window by right-clicking in the window and choosing Add to Favorites. If the folder is registered as a VCS working directory in the Versioning Manager, VCS commands are also available for the folder.
Because the Favorites window does not know anything about what projects a given file belongs to, none of the regular project commands like Run File and Compile File are available in the Favorites window. You can run an Ant script from the Favorites window as you would anywhere else in the IDE."