This is only two years late (to the day!), but I needed to do this too, so I dug around until I found the right manual. The complete description for how to add error bars using Graph Builder (JMP 9) is in the Basic Analysis and Graphing book. See pages 304-309.
The book that PMroz described can be found here: http://www.jmp.com/support/downloads/pdf/jmp9/basic_analysis_and_graphing.pdf
however, this seems to only work for line charts, but I need to define custom error bars for a bar chart. So I already have means, and I need to tell JMP where the error bar data is located. Excel can do this pretty easily. Does anyone know how to do this in JMP?