It doesn't matter what NetBeans does. In the deployed application, that's the directory where the file needs to be. If it is not, it will not work. I do see a WEB-INF directory in the image, though.
This is the reason I always advocate to run apps outside of an
IDE, because an IDE does some things differently than they work in the real world.
I don't know NetBeans, so I can't advise on how to make it do the right thing. But I do advise to use a standalone server instead for running your application, which uses the directory structure that the servlet spec (and JPA) dictate.