It was pretty dirty, but finally it worked out.
1 ° Install MinGW (C / C ++ in my specific case)
2 ° Install MSYS (answer two or three questions at the end of the installation, indicating where MinGW is installed)
3 ° Add to the Netbeans (Tools> Options> C / C ++) the address "\ MinGW \ bin". It should look like this.

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