If you need to put all of the selections in at once (for multiple variables on X and Y axes simultaneously), and you don't know the size of the lists in advance, you could do something involving expressions, which is a somewhat advanced, but flexible, technique. Here's an example. Note that gbExpr is the simply whatever code you want for graph builder, except for the Variables() part, which we will build dynamically:
dt = Open( "$Sample_Data/Car Physical Data.jmp" );
x_values = {"Country", "Type", "Weight"};
y_values = {"Turning Circle", "Displacement", "Horsepower"};
gbExpr = Expr( Graph Builder() );
varExpr = Expr( Variables() );
For( i = 1, i <= N Items( x_values ), i++,
Insert Into( varExpr, Parse( "X( :" || x_values || ")" ) )
);
For( i = 1, i <= N Items( y_values ), i++,
Insert Into( varExpr, Parse( "Y( :" || y_values || ")" ) )
);
Insert into( gbExpr, Name Expr( varExpr ) );
gbExpr;
Cheers,
Brady