I have just imported a shp file in JMP 12, that I downloaded from the web
cb_2016_us_state_500k.zip
I am running JMP on a Window's 10 system.
So I don't think the issue is either JMP 12 or Window's 10.
You may want to try Jeff Moore's JMP addin
ESRI to JMP Map Converter
Indicates that it has been updated to work with JMP 12
// Created 05/03/2011
// Updated for JMP 12 on 06/12/2014
// ESRItoJMPmapAddin.jsl
// Allows a user to convert an ESRI map file set to JMP format. (.shp & .dbf --> XY.jmp & Name.jmp)
// Created by Jeffery Moore
Your Discussion entry is a little short on details, on how you are attempting to import the file, so I will suggest that you install the Map Converter from the File Exchange and see if you can get it to work. If you are attempting to read in the .shp file yourself, you can use the JSL from Jeff's addin as a guide
Jim