The null hypothesis for this test is that the data follow a normal distribution.
The Prob < W shown in the output is the p-value.
When the chosen alpha level (significance level) is 0.05, a p-value less than 0.05 rejects the null hypothesis that the data follow a normal distribution, and a p-value greater than 0.05 does not reject the null hypothesis.
supplement
The Shapiro-Wilk normality test can be found for continuous variables by selecting Distribution > Fit Distribution > Normal and then selecting Goodness of Fit from the Normal fit menu.
Up to JMP 14, for the normality goodness-of-fit test, the Shapiro-Wilk test is displayed when the sample size is 2000 or less, and the Kolmogorov-Smirnov Lillefors (KSL) test is displayed when the sample size is greater than 2000.
Beginning with JMP 15, the Anderson-Darling test is used, but in JMP 15.1 and later, if the sample size is less than 2000 and there are no fixed parameters, the Shapiro-Wilk test is also used.