Convert a categorical column into multiple indicator columns based on each distinct category. The columns are named after each level in the column. For example, when you make an indicator column from sex in Big Class.jmp, the indicator columns are named F and M.
Highlight a column in a data table and select Cols > Utilities > Make Indicator Columns. You can then indicate whether you want to prepend the original column name to the indicator column names (as in sex_F and sex_M) and include missing values.