A good place to start is with the Multivariate Platform (Analyze/Multivariate Methods/Multivariate ). Just put all your variables into the Y role, and click OK.
One other thing that might be important for you. I suppose you are starting out with data in some other table, not in JMP. In the source program, select the range of data, with the column names on the first row, and copy this to the clipboard. Then in JMP do: File/New/Data Table, Then without doing anything else, don't click on anything in the table, do this: Edit/Paste with Column names. Now you should have a complete dataframe ready to roll with.