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When you enter spec limits to a column and make a distribution, JMP automatically perform a process capability with Cpk and Ppk including the upper and lower CI.
The capability report with confidence intervals is within the Distribution platform starting with JMP 15. However, you can get that report by using the Process Capability platform that has been in JMP since JMP 12. For example, run the following script to see this report in Process Capability if you are using JMP 12 or later.
Names default to here(1);
dt = open("$SAMPLE_DATA\Semiconductor Capability.jmp");
dt<<Process Capability(
Process Variables( :NPN1 ),
Moving Range Method( Average of Moving Ranges ),
Individual Detail Reports( 1 ),
Capability Box Plots( 0 ),
Goal Plot( 0 ),
Capability Index Plot( 0 ),
Process Performance Plot( 0 )
);