Interpreting the Three-Factor ANOVA in JMP II (3-way interaction) (Module 2 7 5) 

Absolutely, in JMP it's as simple as adding your continuous covariate or covariates to the model when defining it. That said, the assumption base grows rather quickly for the ANCOVA when you have multiple crossed factors, the most tenuous of which is usually the assumptions of homogeneity of regression for all cells and margins in the design. Use with caution.

@@ProfessorParrisStats Thank you so much.