Welcome guys, like Bill said, the rear wheel will turn when on the centre stand and the rear tyre is not in contact with the ground. This is just the drag on the gears caused by the oil.
If your bike is trying to move forward when both wheels are on Terra Firma, then you have problems.
As you are new to the bike, just check that the bike really is in neutral.
Neutral is all the way down on the shifter with up once for first gear and up again for top, an easy mistake if you are used to a manual gearbox.
Sam.