Hi Walt,
Mainland China provinces shapefiles are already present in your JMP installation, however in general a good resource where you can find ESRI Shapefiles for different countries in the world, is the following website:
http://www.diva-gis.org/gdata
If you want to know what you can do with them, and how to incorporate them in JMP, Jeff Perkinson years ago wrote a paper for JMP V9:
Create Compelling Visualizations with Geographic Data and JMP® 9
that is still valid and useful: page 9 is a sort of tutorial (just change V9 path into V14, of course...)
Bye, Massimo