This can be done on the "Bivariate Relationships" platform.
Specify continuous Y and nominal or ordinal X. Select "Equality of Variance Test" from the red triangle button on the title bar to output the results of O'Brien(.5), Brown-Forsythe, Levene, and Bartlett tests. If X has two levels, the results of a two-tailed F test are also output.
For instructions on how to compare two groups in JMP, please refer to the attached materials (materials and sample data can be obtained from "Attachments" on the right).
Procedures for testing equal variances are also provided.