CpK is a measure of process capability (http://en.wikipedia.org/wiki/Process_capability_index ), and can be calculated within JMP without any need for Visual Basic; also JMP can load Excel data straight from the main menu. To load Excel data into JMP, just use the File | Open command, but change the file type to "Excel".
To see the control charts capabilities that JMP has to offer, select Help | Sample Data from the main menu, and then select any data set from the "Control Charts" section (for example "Airport", which is the first one on the list). To run the script associated with the data set, click on the red triangle in the top-left-hand corner labelled "Control Chart", and select "Run Script". Both the upper and lower confidence limits and sigma, which are what you will need to calculate CpK, can be saved by clicking on the "Variables Control Chart" red triangle and selecting the relevant options.
As far as I can see, you don't need to use VBA at all for anything - or have I misunderstood the question?