I suggest checking out the Fit Y by X platform. Here's an entry point into the large volume of information in the JMP online documentation. You'll need to drill down for the various issues you'd like to explore...but this will get you started:
To add to Peter...paired comparisons are called "Matched Pairs" in JMP and are under the Analyze>Specialized Models menu. The other two options you are looking for are under the Fit Y by X platform as Peter mentioned.
Thanks for your suggestion. But this is not what I am exactly looking for. I am looking for Multivariate comparison which uses Hotelling T Square test.
Under the ANALYZE > MULTIVARIATE menu there is an option to Hotelling T-square for One Sample to Standard comparison. So I am now looking for Two Sample Hotelling T-square and Paired Hotelling T-square tests.