This test is the same as the Wilcoxon two-sample test (or the Kruskal-Wallis k-sample test).
On the Bivariate platform, specify continuous Y and nominal or ordinal X, run the test, and then select Nonparametric > Wilcoxon Test from the red triangle button on the title bar to output the results.
For instructions on how to compare two groups in JMP, please refer to the attached materials (materials and sample data can be obtained from "Attachments" on the right).
Instructions are also provided for the Wilcoxon rank sum test.
This post originally written in Japanese and has been translated for your convenience. When you reply, it will also be translated back to Japanese.