Z axis motor running

Just setting up the FarmBot and after I plug it in the motor on top of the z axis is continually running. Is this normal?

If you mean that your motor makes a noise and can’t be moved by hand then yes, this is normal. Disabling the parameter ALWAYS POWER MOTORS in the Device section would turn the motor off when its not moving.
This feature should prevent the axis from moving down unintentionally by vibration when other axes are moving.