After completing the tutorial
Saving a Text File from the Web to You Computer
you should have the file Example1_2_TXT saved to your Desktop.
Open JMP, go the File menu and select Open:

Navigate to the Desktop.
Change the File of type selection to Text Import Files
(*TXT; *.CVS;*DAT).
Click on the file, Example1_2_TXT:

Click Open. This should create the following JMP file:

OPTIONAL:
If your text file is delimited by something other than commas
you may need to use the more complex
Text Import Preview (*TXT; *.CVS;*DAT) selection in Files
of type:

Click Open:

Click Delimited. Make the appropriate selections for
the form of the text file you have.
In the case of file Example1_2_TXT, the selections should be:

Click OK: