You can add the information you want by using << Add Graphic Script to your Graph Builder. Here is an example taken from the Scripting Index that shows how to add items to the FrameBox of the output display.
Names Default To Here( 1 );
Open( "$SAMPLE_DATA/Big Class.jmp" );
biv = Bivariate(
Y( :weight ),
X( :height ),
FitLine
);
rbiv = biv << report;
framebox = rbiv[frame box( 1 )];
framebox <<
Add Graphics Script(
Transparency( 0.5 );
Fill Color( {1.0, 0.5, 0.0} );
Polygon( [60, 72, 57], [75, 120, 120] );
);
In this example, it draws a polygon, in your example, you can change the polygon out for a Text() function. Additionally, your output will have 4 FrameBoxes, one for each of the separate levels of your Y Grouping column.
Jim