If your date column isn't sorting numerically it's because it's not stored as a date value. It's stored as a character string. You can confirm this by looking at the justification in the data table.
Left justified columns are character strings. Right justified columns are numeric.
You can change the data type for your column by double-clicking at the top of the column to get the Column Info dialog box.
Change the data type to Numeric and the format to any of the Date formats.
Set the Input Format to m/d/y and JMP will convert your strings into date values.
Be sure to read Using dates, times, datetimes and durations in JMP to understand how JMP stores and deals with those values.
-Jeff