you also need to extract gluegen-rt-natives-windows-amd64.jar and gluegen-rt-natives-windows-i586.jar
the unpacked natives shall be placed in a folder named natives next to the jogl-all.jar and the gluegen-rt.jar like this:
gluegen-rt.jar
joal.jar
jocl.jar
jogl-all.jar
natives\windows-amd64
natives\windows-amd64\README.txt
natives\windows-amd64\gluegen-rt.dll
natives\windows-amd64\joal.dll
natives\windows-amd64\jocl.dll
natives\windows-amd64\jogl_cg.dll
natives\windows-amd64\jogl_desktop.dll
natives\windows-amd64\jogl_mobile.dll
natives\windows-amd64\nativewindow_awt.dll
natives\windows-amd64\nativewindow_win32.dll
natives\windows-amd64\newt.dll
natives\windows-amd64\soft_oal.dll
natives\windows-i586
natives\windows-i586\README.txt
natives\windows-i586\gluegen-rt.dll
natives\windows-i586\joal.dll
natives\windows-i586\jocl.dll
natives\windows-i586\jogl_cg.dll
natives\windows-i586\jogl_desktop.dll
natives\windows-i586\jogl_mobile.dll
natives\windows-i586\nativewindow_awt.dll
natives\windows-i586\nativewindow_win32.dll
natives\windows-i586\newt.dll
natives\windows-i586\soft_oal.dll