The Distribution Platform provides the information you are looking for.
Analyze==>Distribution
You can choose to run the Capability analysis that is available within the Distribution Platform.
Documentation on all of this is in
Help==>Books==>Basic Analysis
First, you should consult your textbook. A good textbook about process capability should explain these metrics and their computation.
Second, you can consult the JMP Help system. Follow this search path in JMP: select Help > JMP Help > (wait for Help to open) > Basic Analysis > Distributions > Options for Continuous Variables > Statistical Details for the Distribution Platform > Capability Analysis.