I google and try to extract the dll from jME3-lwjgl-natives.jar to a folder, then add the folder in Project Properties->Run->VM Options:
No exception in BasicGame.
Then I add the same setting to JmeTests, but I still got the dll not found in TestChooser.
Then I run the TestJoystick.java file directly, this time the program detect my joystick. I run the TestChooser again and works, it works even I remove the VM Options:
I delete the JmeTests project and folders, recreate a new JmeTests project, this time the SDK automatically extract the jinput-dx8_64.dll and jinput-raw_64.dll in the project root folder. It can detect my joystick.
I think there is a bug in jMonkeyEngine SDK.