Hi @MapReduceOcelot,
This file seems to be only the install launcher. If you do not have a shortcut created on your desktop, you can go to C:\Program Files\JMP, find your licence name and version folder, and from there doucle click on the JMP icon (this one is the launcher):

You can copy-paste this launcher in your desktop or pin it in your Windows Taskbar to find it easily and quickly.
Hope this answer will help you,
Victor GUILLER
"It is not unusual for a well-designed experiment to analyze itself" (Box, Hunter and Hunter)