overview
If you want to set multiple value labels at once in JMP 19, follow the steps below.
For JMP 18 and earlier versions, see this FAQ.
procedure
Here we will use the JMP sample data "Analgesics.jmp" as an example to explain how to set value labels for the values A, B, and C in the "Medicine" column as 1, 2, and 3, respectively.
1. Prepare a JMP data table (or Microsoft Excel, etc.) with the following correspondence between values and value labels:

2. Select the area where you entered the correspondence between values and value labels as shown below, and then select Edit > Copy.

3. In the JMP sample data "Analgesics.jmp," right-click the column header for the "Drug" column (on a Mac, hold down the control key and click the column header) and select Column Properties > Value Labels.
4. In the window that appears, click on the row for value "A" in the "Value Label" box to select it as shown below.

5. Right-click (or control-click on a Mac) on the selected area and select [Paste].

6. Verify that the value labels have been pasted as shown below.

7. Click OK in the upper right corner of the window.