Look to the Properties panel on the left side in the Control Panel after adding the regression line to the plot:
Thank you Mark! F test is not an option that I see? I have JMP 13.0. Is that the problem?
R square is used by some as a measure of 'goodness of fit.' You didn't mention that you wanted to test significance. That test is not available in Graph Builder. It is available in Bivariate (Analyze > Fit Y by X) or in Fit Least Squares (Analyze > Fit Model).