You can save open data tables in a new or existing Excel workbook by using the Create Excel Workbook() function. The following example creates MyWorkbook1.xlsx by combining the open Big Class Families.jmp and San Francisco Crime.jmp sample data tables.
dt1 = Open( "$SAMPLE_DATA/Big Class Families.jmp" );
dt2 = Open( "$SAMPLE_DATA/San Francisco Crime.jmp" );
tableList = {"Big Class Families", "San Francisco Crime"};
// specify the data tables
sheetList = {"Families", "Crime"};
// specify the worksheets (optional)
Create Excel Workbook( "c:/MyWorkbook1.xlsx", tableList, sheetList );
Create Excel Workbook( "c:/MyWorkbook2.xlsx" );
Notes: 
The saved file is an .xlsx file; the .xls format is not supported.