The JMP Documentation Library.pdf file, which is available in the Help menu, contains all JMP technical documentation. However, you might prefer the individual PDF files that were previously in the Help > Books menu.
Consider installing the JMP 16.1 English Documentation PDF Files add-in to create a Help > Books menu item with linked PDF files (such as Using JMP and Fitting Linear Models).
NOTE: This add-in is designed for the final production release of JMP 16.1. It is not updated for early adopter releases.