Start JMP by going to All Programs in the Start menu of Windows:

(If there is a JMP shortcut on the Windows desktop you can also start JMP by double clicking on the shortcut.)
Below is the opening view of JMP:

Click on the New Data Table box. You will see this:

We are going to enter the Firestone Tires data of Example 1.2, Page 6.
Select the top of Column 1 and type the name "Tire Model".

Press the Enter key:

Begin entering the tire models. Press the Enter key after each entry:

Finish entering all tire models.
You may need to make the column wider by clicking and dragging on the vertical line on the right of the column:

Double click just to the right of your first column, where we have placed a yellow dot below:

This will create another column:

Proceed as for Column 1 above to name the column and enter the data:

To save the data table, go the File menu and select Save.

Give the data table file the name Example 1.2 or any other name you want:

You will notice that under Columns(2/0) the Tire Model column
has a red N.
This stands for "Nominal" which is the name that JMP
uses for categorical variables.
The blue C next to the Count column stands for "Continuous"
which is the name JMP uses for quantitative variables.
You can change the variable type in a JMP column by double
clicking on top of the column.
For example, double clicking on top of the Count column
results in the following dialog:

Why would you want to change a continuous variable to a nominal variable? Suppose instead of names, each tire has a model number. JMP would assume you want to treat the model numbers as a continuous variable. But "the average model number" would have no meaning! In this case, although you would type in numbers, you would want to treat the model numbers as a nominal (i.e., categorical) variable.
Obviously, you can't change a column with text in it from nominal to continuous!