Hi @Australine ,
I'm not familiar with polychoric correlations, but if you could share some of your data or a picture of what you'd like to get as a result, this might help to decide what within JMP can do what you're looking for.
I did a quick search on polychoric, and it looks like you might want to do a color map on correlations. This can be found under the Multivariate analysis: Analyze > Multivariate, then red hot button and select Color Maps > Color Map on Correlations. Try it out with the Solubility sample data in JMP and see if that's what you're after.
Hope this helps!,
DS