Is your question for JMP referring to https://www.jmp.com?
As far as I can see the English product documentation is available online and as PDF download. My search for OLEDB didn't yield any result. According to the online help, it is possible to Import Data from Excel or text file format.
So based on this very basic research I believe the easiest and fastest option is using PI DataLink to get PI Data into MS Excel and to import from JMP.
Yes, it's jmp.com. I've tested connecting JMP with PI using PI ODBC and it works good but haven't found any other way to connect JMP and PI.
I didn't see ODBC connectivity is supported by JMP but am happy it is working for you. If you are interested in exploring additional options and because I obviously didn't find supported communication standards, please let us know what standards are supported or even better, point us to the corresponding place in JMP's online documentation. We might be able to suggest other options depending of what's supported by them.