You can add JAR or zip archives to the internal CLASSPATH from within the IDE. Choose File > Mount Filesystem. In the wizard, select the Archive Files node. In the next panel, navigate to the archive files and select the archives you want to mount.

Once the archive files are mounted, you can browse their hierarchies in the Explorer just like you can browse a local directory.

If you do not want an archive file displayed in the Explorer, right-click the archive's node and choose Properties. Set the Hidden property to True.