Hi! How to write in JSL script if I want to "Save Columns -> Save Values" for saving t-square in Model Driven Multivariate Control Chart?
Using 'Help > Scripting Index' and searching appropriately is always a good start:

In this case, the example gets you most of the way there, and you just have to make one addition:
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Quality Control/Flight Delays.jmp" );
obj = dt << Model Driven Multivariate Control Chart(
Process( :AA, :CO, :DL, :F9, :FL, :NW, :UA, :US, :WN )
);
obj << T Square Plot( SaveValues );