@LZF,
Let us break down your question into parts:
1. Updating data pulled into JMP from a database
2. Closing open data tables and re-running your script easily
Depending on how frequently you want JMP to look for new data, the complexity might change, because if you want to JMP to periodically keep listening and updating the data it has pulled, it needs to be continuously listening and checking for new data which I think is a little more complicated and I don't know of an easy way to do that.
On the other hand, regarding (2) - that should be very easy. The line of code below should close all the open data tables and if you rerun your script after the data has been updated in your database, you will retrieve all the data that you need in 1 line.
Close All(Data Tables,"No Save");
Best
Uday