How to save the maven dependencies inside the project folder?

Leave your pom.xml similar to the code below, it will create within the target folder of the Maven project a directory named "Example" (which could have any other name like lib), containing all .jars needed for the your application.

Here's how your new pom.xml should look:

<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
    <modelVersion>4.0.0</modelVersion>
    <groupId>br.com.aplicacao</groupId>
    <artifactId>Exemplo</artifactId>
    <version>1.0-SNAPSHOT</version>
    <packaging>jar</packaging>


    <properties>
        <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
        <maven.compiler.source>1.8</maven.compiler.source>
        <maven.compiler.target>1.8</maven.compiler.target>
    </properties>

    <dependencies>
        <dependency>
            <groupId>org.eclipse.persistence</groupId>
            <artifactId>eclipselink</artifactId>
            <version>2.5.2</version>
        </dependency>
        <dependency>
            <groupId>org.eclipse.persistence</groupId>
            <artifactId>org.eclipse.persistence.jpa.modelgen.processor</artifactId>
            <version>2.5.2</version>
            <scope>provided</scope>
        </dependency>
        <dependency>
            <groupId>javax.validation</groupId>
            <artifactId>validation-api</artifactId>
            <version>1.1.0.Final</version>
            <type>jar</type>
        </dependency>
        <dependency>
            <groupId>org.postgresql</groupId>
            <artifactId>postgresql</artifactId>
            <version>9.4-1204-jdbc42</version>
        </dependency>    
    </dependencies>
     <build>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-jar-plugin</artifactId>
                <version>2.4</version>
                <configuration>
                    <archive>
                        <manifest>
                            <addClasspath>true</addClasspath>
                                 <!--indique aqui o nome de sua classe principal-->
                            <mainClass>br.com.aplicacao.main.SuaClassePrincipal</mainClass>
                            <!--de um nome para a pasta que vai conter os .jars das dependencias-->
                            <classpathPrefix>Exemplo/</classpathPrefix> 
                        </manifest>
                    </archive>
                </configuration>
            </plugin>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-dependency-plugin</artifactId>
                <version>2.5.1</version>
                <executions>
                    <execution>
                        <id>copy-dependencies</id>
                        <phase>package</phase>
                        <goals>
                            <goal>copy-dependencies</goal>
                        </goals>
                        <configuration>
                            <outputDirectory>
                            <!-- Aqui entre as barras deve estar o nome do diretorio criado na tag classpathPrefix -->
                                ${project.build.directory}/Exemplo/
                            </outputDirectory>
                        </configuration>
                    </execution>
                </executions>
            </plugin>
        </plugins>
        <finalName>Exemplo</finalName>
    </build>
</project>

After the tag </dependecies> put this:

<build>
    <pluginManagement>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-compiler-plugin</artifactId>
                <version>2.3.1</version>
                <configuration>
                    <source>${jdk.version}</source>
                    <target>${jdk.version}</target>
                </configuration>
            </plugin>
        </plugins>
    </pluginManagement>
    <plugins>

        <plugin>
            <groupId>org.apache.maven.plugins</groupId>
            <artifactId>maven-dependency-plugin</artifactId>
            <executions>
                <execution>
                    <id>copy-dependencies</id>
                    <phase>prepare-package</phase>
                    <goals>
                        <goal>copy-dependencies</goal>
                    </goals>
                    <configuration>
                        <outputDirectory>../lib</outputDirectory>
                        <overWriteReleases>false</overWriteReleases>
                        <overWriteSnapshots>false</overWriteSnapshots>
                        <overWriteIfNewer>true</overWriteIfNewer>
                    </configuration>
                </execution>
            </executions>
        </plugin>

        <plugin>
            <groupId>org.apache.maven.plugins</groupId>
            <artifactId>maven-jar-plugin</artifactId>
            <configuration>
                <archive>
                    <manifest>
                        <addClasspath>true</addClasspath>
                        <classpathPrefix>../lib</classpathPrefix>
                        <mainClass>br.com.aplicacao.AppMain</mainClass>
                    </manifest>
                    <manifestEntries>
                        <Class-Path>.</Class-Path>
                    </manifestEntries>
                </archive>

                <finalName>app/nomeApp</finalName>
            </configuration>
        </plugin>
    </plugins>
</build>