Do you have access to the Statistics Toolbox? There are at least two normality tests included there: jbtest() and lillietest().
I don't have the Finance Toolbox, but I am guessing that there may be something there as well.
You can type "docsearch normality" to poke around in the documentation.
I am not sure what you mean by normalizing it, if it is not normally distributed. Sounds like a dangerous game. Maybe you could provide some more details on what you are trying to do.