When/where must a flight go missed on the JFK VOR/GPS 13 L/R approach?
This approach is different than most others, in that it has a fly visual section of the approach, as noted in the lower portion of the plan view: 


  When visual reference established, fly visual to airport via lead-in lights to Rwy 13L or 13R.


When flying the approach, the pilot must have visual contact with the ground, and be able to maintain visual flight by reference to the ground. Arriving at DMYHL, the flight visibility must be at least two miles, and there must be at least an 800-foot ceiling. Considering that DMYHL is either 2.6 or 3.6 NM from the landing runway, it's entirely legal to continue flight without the runway in sight. Without ground contact and the required visibility and ceiling, a missed approach must be executed at DMYHL.

After passing DMYHL, any time the pilot loses visual contact with the ground, or is unable to fly the Fly Visual path as charted (if, for instance, they could see the ground near them but not the lead-in lights) they must execute the missed approach at that time. Note that continuous ground contact must exist - the lead-in lights could disappear behind a small cloud for 3-5 seconds if the pilots still had the approach path in sight, but the aircraft would not be permitted to enter a cloud after the MAP.

For reference, the AIM contains the following information about Fly Visual segments (AIM 5-4-5(l), page 5-4-19 or 345):


  l. In  isolated  cases,  an  IAP  may  contain  a  published  visual  flight  path.  These  procedures  are
  annotated “Fly Visual to Airport” or “Fly Visual.” A
  dashed arrow 
  indicating the visual flight path will be
  included in 
  the profile and plan views with an approximate heading and distance to the end of the runway.
  
  1.
  The depicted ground track associated with the
  “Fly Visual to Airport” segment should be flown as
  a  “Dead  Reckoning”  course.  When  executing  the
  “Fly Visual to Airport” segment, the flight visibility
  must not be less than that prescribed in the IAP; the
  pilot must remain clear of clouds and proceed to the
  airport  maintaining  visual  contact  with  the  ground.
  Altitude on the visual flight path is at the discretion
  of the pilot, and it is the responsibility of the pilot to
  visually  acquire  and  avoid  obstacles  in  the  “Fly
  Visual to Airport” segment.
  
  2.
  Missed  approach  obstacle  clearance  is
  assured only if the missed approach is commenced at
  the  published  MAP.  Before  initiating  an  IAP  that
  contains a “Fly Visual to Airport” segment, the pilot
  should have preplanned climb out options based on
  aircraft  performance  and  terrain  features.  Obstacle
  clearance is the responsibility of the pilot when the
  approach is continued beyond the MAP.
  
  NOTE−
  The  FAA  Administrator  retains  the  authority  to  approve
  instrument approach procedures where the pilot may not
  necessarily have one of the visual references specified in
  14 CFR 
  §91.175 and related rules. It is not a function of
  procedure 
  design to ensure compliance with 
  §91.175. The
  annotation  “Fly  Visual  to  Airport”  provides  relief  from
  §91.175 requirements that the pilot have distinctly visible
  and identifiable visual references prior to descent below
  MDA/DA.