In your case, you probably want to use Recode. Right-click the column name in the middle left pane of the data table and select Recode.
You can use the resulting dialog change everything below 13 to a 1 (or whatever value you prefer), 14 - 15 to a 2, etc.
The In Place button at the upper right means the default is to recode the data "In place" (i.e. replacing the current values). If you select that button, you will also have the option of creating a new column (which means you would have two age columns after you click OK, one that is grouped and one that is not), or creating a Formula column.
The formula column will also be a second Age column, but formula columns update themselves if there are changes to the original column. So, if you created a column called Grouped Age that was a formula column based on Age, and then realized that one of the original ages was miscoded, all you would have to do is fix the original value. Grouped Age would update.
These are the instructions for JMP 11. Recode has been enhanced in JMP 12. You can read about the new features in this blog post: Coming in JMP 12: Overhauled Recode command
Please reply if you need more information or have further questions!