I'm not sure if you are asking how to or if you know how to, but it's failing in some way. I will answer the How-To question here.
To create a PDF on Mac:
Select File > Print.
In the print dialog, on the bottom left, should be a menu that says PDF. From that menu, select Save as PDF.
That should give you a dialog where you can select where to save the PDF and what name to give it.
If that doesn't work for you, please tell me what version of JMP you are running, what version of MacOS you're on, and what doesn't work.
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