The multivariate normality check is currently not available under the user-interactive module. The "normal fitting" under "Statistics | Distribution Fitting" applies to univariate distribution. But there is an example of Statistica Macro that performs the Mardia multivariate normality test based upon multivariate measures of skewness and kurtosis. The comments on top lines of the macro contain more details.

1. Open the analysis data spreadsheet

2. Under "File | Open Examples | Examples | Macros | Analysis Examples", open the "MultivariateNormalityCheck.svb" file 

3. Under "Macro" tab, click the "Run Macro" button in the debug group  ( the arrow to right)

4. Select your analysis variables when the multivariate normality check dialog is prompted and click "OK"

5. The test results will be returned to the workbook.