Please note, this feature is released as a beta version in version 12.63, and is not fully supported until version LRE 2020. However, I will provide some helpful links that could assist you in running the JMeter scripts in LRE 12.63.
Please review the following topics (JMeter tests overview and Set up the JMeter test) in the following link:
Also, please review the following Micro Focus blog "How-to run JMeter test in LoadRunner / Performance Center 12.55":
Additionally, the official statement regarding Beta and Tech Preview features from Micro Focus , in the LRE 12.63 ReadMe file:
"This product includes limited functionality entitlements – these can be either “beta” or “tech preview” features (as indicated in the What’s New). This means that these beta or tech preview features may be undergoing further testing before their full capabilities are released. These features, including their capabilities and content, are provided on an “as is” basis. Micro Focus disclaims all other warranties. Micro Focus shall not be responsible for any loss or damage suffered by any customer as a result of their use of any beta or tech preview feature.
Micro Focus reserves the right to change or remove a beta or tech preview feature at any time, without further notice. These features, which include basic capabilities, are currently offered as embedded features accompanying the product license. In the future, Micro Focus may offer advanced capabilities for the same features at a separate cost.
Should you encounter any bugs, glitches, lack of functionality, or other problems with any beta or tech preview feature, please let us know immediately. Your help in this regard is greatly appreciated. Send your feedback to: LRE_error_report@microfocus.com"
I hope this helps