Is this a question about how to do it from JMP, or more generic? As a rule, stock price data is owned and licensed by the stock exchange on which the stock is traded. The data is accessible, but it is usual to pay a monthly fee. Sites like Yahoo Finance and Google Finance publish prices and it may be possible to use screenscraping techniques (as per the add-in you referred to), but any changes to the screen structure tend to break the logic. In the past I have used https://info.cloudquant.com/trading-strategy-incubator/ to build datasets of stock data that can be used for predictive modelling. A lot will depend on what frequency of data you want - whether it is just end of day or whether you want intra-day prices. For charting techniques, end of day is probably sufficient. If your goal is to explore the use of JMP for creating charts, you might want to consider FX data which is probably more readily available.
-Dave
