Let's say you have a continuous column named A with values between zero and one. Create a column named B, character data type and nominal modeling type. Build a formula for B as follows:
You can add an arbitrary number of clauses to the If function using the caret "^" button in the formula builder.
In JMP 12 there is an option Make Binning Formula. It's found in Cols/Utilities that may do what you need. I think it is limited to equal-width bins.
(On my machine it doesn't work at all, which seems to be related to me using comma as decimal delimiter which breaks the graphics script. If changing to an OS with english localization, the Make Binning Formula works beautifully).
If you have a lot of categories, another approach would be to use the Loc Sorted() function, with or without a lookup table. The following link takes you to a tutorial: