wow, Eval(colname) works here as well!
Alternatively, you could send the table the message get column references() to get column references which can be directly used in the code.
The only disadvantage: there is no option continuous to selectively pick the continuous ones.
The workaround: get column references() accepts a list of column names (or strings):
Names Default to Here(1);
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
AllcolNames = dt << get column references();
colNames = dt << get column references(dt << get column names(continuous));
Col Quantile(colNames[2], 0.95);