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Netbeans Module project has very limited set of wizards compared to regular Java projects. One of the missing ones is JAXB.
There is no support for JAXB in NBM projects. If you want to use it, you would need to edit the project's build.xml yourself to handle the additional build steps, and add the generated classes to cp.extra.
It is very inconvient having so many wizards not enabled for NBMs. Some issues are reported for other stuff like JPA, too. It doesn't look like a big deal to enable this; is it explained somewhere why is it disabled?
#124631 is probably related, jaxb doesn't work in maven projects either. IMHO something to fix on the jaxb support side primarily.
If this is a problem on JAXB side, then issue should be left open and assigned to JAXB team. Can you do that please?
I cannot speak for Maven projects, but in the case of NBM projects, JAXB is not supported since it involves special modifications to the build process (source generation) which there are no plans to support in the NB module build harness.