Can you tell us what happened when you tried to open the html file you saved?
The interactive html that JMP 11 saves was tested with IE 9.0 and IE 10. We can't guarantee that everything will work in earlier versions of IE but it should open at lest.
Almost any report can be saved as interactive html and will have some interactive elements. Not every display element is implemented in this form in JMP 11 but lots of them are. You can learn more about it here.