You can append to process screening but I would strongly suggest building it yourself to avoid all sorts of annoying issues
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Semiconductor Capability.jmp");
obj = dt << Process Screening(
Grouping(:Site),
Process Variables(Eval(5 :: 132))
);
tb = Report(obj)[Table Box(1)];
tb << Append(String Col Box("COLUMN", {"A", "B", "C", "D"}));
-Jarmo