In JMP you can look under File > Preferences and then Fonts. The one you want to modify is the "Small" font. If you export to powerpoint using the EMF option, you can ungroup the elements in the graphic in powerpoint and then edit the text directly from there.
The answer to question 2 is that yes you can add a text box to your graph from within JMP by using the annotate tool from your tools menu or menu bar. Select the tool and then draw a box where you want the annotation. Click inside the text box and start typing. Click outside the box when you are done typing to set the box. You edit the text as needed and you can right click inside the box to change the font, background color, and fill. You can also drag the box to a different location much the same way you would do in PowerPoint. I added Ohio to map below.
And to add to my esteemed colleagues Bill and Mike's input above...if you update your version of JMP to version 12, you can export multiple tree maps in just a couple mouse clicks to PowerPoint (or many other file formats) en masse.