You will be asked to do so.
To perform discriminant analysis in JMP, use the Discriminant Analysis platform or the MANOVA platform in the Fit Models platform. For more complex discriminant analysis, the Discriminant Analysis platform is the preferred platform.
In the Discriminant Analysis platform, select Score Options > Save Formula from the red triangle menu in the title bar.
For MANOVA, select Save Results from the red triangle button in the title bar of MANOVA Fit.
Either method adds columns to the data table for the Mahalanobis distances and posterior probabilities. The values of the SqDist variables are the Mahalanobis distances from the observation to each group center, and can also be called discriminant function scores.
These columns have formulas, and when you look at the formula for SqDist, you can also see the discriminant function coefficients in JMP, which are different from those in the SAS system.
Details of the calculation method are given in Appendix A of the JMP Statistics and Graphics Guide.