You first just need to add the groovy jar's to your libraries. I don't know if this only applies to scripting with groovy though.
Technically groovyc compiles groovy to .class files so they can be used directly without any change to a build script or the IDE even knowing about that. However you might want to add that groovyc call to the build script, that's true. The SDK uses ant for that.
That being said there is a groovy netbeans plugin, but I can't tell you if it enables you to compile groovy or if it's only syntax highlighting.