Red triangles are contextual menus that are everywhere in JMP and look like this:
Most of JMP's capabilities live under red triangles that are present inside each individual graphing and analysis tool (as well as in the data tables themselves). In your case, launch the Principal Components platform and look for the Red Triangle at the top left. You will find the Impute Missing Data option near the bottom of the list.
That said, the Explore Missing Values platform (Analyze > Screening > Explore Missing Values) provides other imputation options that you may want to consider.
If you happen to be new to JMP, I recommend checking out the resources at www.jmp.com/gettingstarted, specifically the live webinar and New User Welcome Kit. You can learn about red triangles and other core elements of the JMP interface.
Ross Metusalem
JMP Academic Ambassador