The following example creates a new column called Floss Delimited 2, and adds a supercategory called Sleep Related, which contains two values: Before Sleep and Wake.
dt = Open( "$SAMPLE_DATA/Consumer Preferences.jmp" );
dt << New Column( "Floss Delimited 2",
	Character,
	Set Property(
		"Supercategories",
		{Group( "Sleep Related", {"Before Sleep,", "Wake,"} )}
	), ...);
In the data table, under the Columns panel at left, scroll down to the new Floss Delimited 2 column. Click the column property indicator and select Supercategories. You can see the new Sleep Related supercategory with its two values.
dt = Open( "$SAMPLE_DATA/Consumer Preferences.jmp" );
dt << Categorical(
	Supercategories(
		:Floss Delimited(
			{Group( "Sleep Related", {"Before Sleep,", "Wake,"} )}
		)
	),
	Multiple Response( :Floss Delimited )
);