In the Fit Model report there is an option Compare Slopes (Red triangle/Estimates). If selected, an outline box is created. Select Show Summary Report by clicking the red triangle in the sub-outline box Comparisons with Overall... The resulting table box lists the estimated slopes of the contiuous covariate and their confidence intervals for all levels of the categorical variable.
JSL example:
dt = Open("$SAMPLE_DATA/Big Class.jmp");
fm = dt << Fit Model(Y(:height), Effects(:sex, :weight, :sex * :weight), Personality("Standard Least Squares"), Emphasis("Minimal Report"), Run);
fm << Compare Slopes(ANOM(1, Show Summary Report(1)));