Kawasemi,
I am told by our Develop Operations group that JMP 18.0.2 shipped without sample data. But the current offering, JMP Student 18.2, does install sample data at '/Library/Application Support/JMP/JMPSTUDENT/18/Samples/Data'. What version of JMP Student do you have? If it's the older version please download the latest version and try again. Sorry for the inconvenience.