You can set the language in the OS X system preferences by putting the preferred language on top of the language list (add it if it's not in the list by default). However that will affect all applications that has a resources for that language (JMP has en, de, es, fr, it, jp & zh .lproj folders inside its resources folders, so the display language of JMP appears to be limited to these).
To enable a single application to display a different language than the OS it is possible to edit preference files from the terminal. There is also a simple GUI tool for this but I have never tested it.
Another, but not recommended, option is to simply move/trash the lproj folder of the system language and rename the desired lproj to the same name as the moved lproj (e.g. move en.lproj inside Applications/JMP/Contents/Resources if your OS language is English and then rename jp.lproj to en.lproj to force OS X to display JMP in Japanese).
