An add-in to create indicator columns in JMP, created by (I believe) jeff.perkinson.
Note: Indicator coding is available in JMP 12 Pro under Cols > Utilities > Make Indicator Columns. This produces one indicator variable for each level of the selected factor. These variables are given the nominal modeling type. When using these indicator variables to build regression models, first change the modeling type to continuous - this tells JMP to apply 0/1 indicator coding when fitting models rather than the default -1/+1 effect coding. (Also, remember to leave one indicator variable out of the model.)