The backslash in a regular expression precedes a literal character. You also escape certain letters that represent common character classes, such as \w for a word character or \s for a space. The following example matches word characters (alphanumeric and underscores) and spaces.
Regex(
	"Are you there, Alice?, asked Jerry.", // source
	"(here|there).+(\w+).+(said|asked)(\s)(\w+)\." ); // regular expression
"there, Alice?, asked Jerry."
(here|there).+
(\w+)
.+
(said|asked)(\s)
(\w+)\.
Escaped Characters describes the escaped characters supported in JMP. \C, \G, \X, and \z are not supported.
\\
\A
\b
\B
\cX
\d
\D
\E
\l
\L
\Q
\r
\s
\S
\u
\U
\w
word character [a-zA-Z0-9_]
\W
\x00-\xFF
\x{0000}-\x{FFFF}
\Z