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