Open your datafile in JMP (or create one).

Go to Analyze>Distribution and select your variable as Y.

Click on the RED arrow next to the variable name above the histogram that appears.

Select Test Mean to do a hypothesis test.

Input the needed null hypothesis value (and sigma, if known).

The HT results will then appear. Click on the red arrow next to the Heading "Test Mean = value", and select "Pvalue Animation".

This will draw a Normal model with the sample mean marked and the appropriate area shaded based on if you select a 2-sided, low side or high-side option.