Normal Mixtures is one of four platforms that JMP provides for clustering observations. For a comparison of all four methods, see Overview of Platforms for Clustering Observations.
If you suspect that you have multivariate outliers, you have two options. You can use an outlier cluster or the Explore Outliers Utility. The outlier cluster option assumes a uniform distribution and is less sensitive to outliers than the standard Normal Mixtures method. The Explore Outliers Utility enables you to explore and handle outliers prior to analysis. For details, see Outlier Cluster and Explore Outliers Utility in the Predictive and Specialized Modeling book.