The trick is to find the right item in the display tree to send the message "Make into Data Table" to. If unknown, it is a good to begin with right-clicking on an outline box and select Edit ->Show Tree Structure. The tree structure often clearly reveals how deep one must traverse to find the target display box.
A Multivariate example:
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Big Class.jmp");
mv = dt << Multivariate(Y(:height, :weight));
Report(mv)[Outline Box("Correlations")][1, 1] << make into data table;