The central composite designs (CCD) are made by selecting DOE > Classical > Response Surface Designs. You define the responses and factors and then click Continue. You are presented with a list of designs including the CCD choices. These designs have a number of options such as the axial distance and the number of center points to affect the characteristics of the design. It is not a split plot design. You cannot define a factor to be hard-to-change. So you must decide the runs that are grouped together in whole plots by manually adding the whole plot data column after clicking Make Table. You must also modify the model to include the whole plot as a random effect.
Please see Help > JMP Documentation Library > Design of Experiments book > Chapter 11: Response Surface Designs for more information and examples.
I strongly urge you to consider using a custom design for the split-plot experiment.