Thank you! It works now. I didn't know i had to download the source. Somebody should write a guide about this.
You don't
need the source. It's just extremely helpful because it lets you the context menu options like "jump to declaration" and "jump to source". Javadoc isn't required either but, if given, Netbeans will display the relevant documentation, e.g. in the Strg+Space menu.
You only really need the .jars, as that's where the LWJGL classes are in; and that library path parameter so LWJGL finds the os specific native libraries during runtime.