Hi @NoScoped,
I think that just means to right-click. I don't have JMP Pro, so I can't verify that you can do this in with the Generalized Regression personality, but I know this works in an standard least squares report. You just right-click anywhere in the Parameter Estimates table and select Columns > VIF.
VIFs are completely independent of the response variable, so even if that doesn't work in the Generalized Regression report, you can always use a dummy response with a standard least squares personality and get the VIFs.
-- Cameron Willden