Hello, everyone!
Use "Data with Preview" to import Hour and minute data from the TXT file into JMP, but don't know how to tune the Data.Thanks!

The issue you are having is that you are specifying a format of "h:m:s", and your data is "hhmmss". And, there isn't an "hhmmss" format in JMP. So what you need to do, is to read in the data specifying the Hour column to be read in as a character column, and then run this simple script:
names default to here(1);
dt=current data table();
for each row(
:Hour = left(:Hour,2) || ":" || substr(:hour,3,2) || ":" || right(:Hour, 2)
);
dt:Hour << data type(numeric)<<INFORMAT></INFORMAT>