You can't freeze rows in JMP, but you can freeze columns. Right-click on a column in the list of all columns on the left side of the dataset, and select Scroll lock/Unlock. This will have the same effect as freeze columns in Excel.
Regarding subsets you could accomplish this in a couple of different ways.
1. Use data filters. These are most effective in graphical output but can also be used with datasets.
2a. Create a subset from your table. Click on the red triangle for Source in the subset table and select copy.
2b. Switch to your original table and in the table "panel" in the upper left click paste.
2c. Rename Source to something meaningful, like "Female Subset".
Now you have a program in your original dataset, that when you click on the triangle and select Run, will produce the desired subset. Note that this is row number-based, so if the original table changes you're out of luck.