Is there any way to see all built in classes and interfaces as we can see in NetBeans for Java?
There are several code editors for Apex typically built into an IDE and what you are looking for is a feature of those. The Apex can be parsed locally to offer code completions, but it is the Salesforce server that has a full (and up to date) model of the Apex source code, the platform provided APIs, the SObjects and other component definitions. So using a server API such as the relatively new Tooling API's "code completions" is a good way for the editor to go.
The code editor in the Developer Console supports this feature.
Of the available IDE's that support this feature, MavensMate is frequently recommended. Support for this feature is work in progress in the Force.com IDE provided by Salesforce. There are other editors/IDEs too that others may comment on.
Here is an example of the code completion available in the Developer Console: