If you click the red triangle and select save script you will see the necessary JSL commands to change the marker. Here's an example:
dt = open("$sample_data/Car Physical Data.jmp");
dt << Graph Builder(
Show Control Panel( 0 ),
Variables( X( :Displacement ), Y( :Weight ), Overlay( :Country ) ),
Elements( Points( X, Y, Legend( 3 ) ) ),
SendToReport(
Dispatch(
{},
"400",
ScaleBox,
{Legend Model(
3,
Properties( 2, {Marker( "Circle" )}, Item ID( "USA", 1 ) )
)}
)
)
);