I think you can use whatever you want in there. The syntax is (and * seems to be wild card for all file types):
Label|suffix1;suffix2....
You can try and add different combinations to see what you could do:
Names Default To Here(1);
Pick File(
"Select JMP File",
"$DOCUMENTS",
{"JMP Files|jmp;jsl;jrn", "All Files|*", "Minitab|MAC;mtb", "Text|txt;csv;yml;xml;html",
"My custom files|asdad;qwerty;verylongfile"
},
1,
0,
"newJmpFile.jmp"
);
-Jarmo