JMP currently provides many distribution functions but unfortunately the multivariate t-distribution is not one of them. Please go to the Wish List area of the Community to see if this suggestion already exists and vote on it or add your suggestion if it is not there yet.
In the mean time, you may define a user function in a script if you have the computations from another source. You can also define this as a custom function that is available throughout JMP, such as in the Formula Editor.