A quick way to check for a statistic or model is to select Help > Statistics Index. The items are listed alphabetically and you can jump to a group of items starting with a particular character by typing that character. Cochran's C test is not available.
The Wikipedia entry for Cochran's C Test shows that this computation is pretty straight-forward so you could compute it by hand or with a script.
Note that JMP provides other tests for homoscedasticity in the Oneway platform. Select Analyze > Fit Y by X. Assign your data columns to the Y and X roles and click OK. Click the red triangle and select Unequal Variances.
