It's not normal to be able to move the pedals forward without moving the wheel. There must be something wrong with the ratcheting mechanism on the rear wheel.
On a brand new, original bike from a reputable brand, this is simply unacceptable, a defective part and should be covered by the warranty.
However, on low end bikes, a warranty may be non-existent and for the price level, it may not even worth the hassle.
A note on terminology:
The ratcheting mechanism may be built into the hub, then it is called a freehub and the cogs are a one piece unit. If the ratchet is built into the cogs, then they are called a freewheel. Only the rear gears are called "cogs". The front gears are called chainrings, and together with the arms that hold the pedals -the cranks- they are called the crankset.
I know from experience that some low end freewheels have cogs press-fit into a central piece. Sometimes they are made of soft metals so the joint can slip under the force of the pedals. If this is the case, then you can upgrade the freewheel. Shimano freewheels are affordable (in most places). Changing a freewheel is not complicated but requires a special tool to unscrew the freewheel from the hub.
Make sure the slippage occurs on the freewheel, because, similarly, a low end, poorly built crankset may suffer from the same kind of problem. (pedals/cranks slipping respect to the chainring(s)).
A freehub is very less likely to suffer from this, at least on reputable brands, but with low end manufacturers you can never know...
Another, very unlikely possibility is that the mechanism is clogged with dirt or too thick grease. Since the bike is new, dirt is unlikely. If this where the case, the solution is to have a qualified mechanic take the mechanism apart, clean and reassembly while aplying fresh grease
Another possibility is that even though you just bought the bike, it was assembled a long time ago, (several years) so part of the solvents in the grease evaporated, leaving a thick, gooey paste that may be sticky enough to keep the internal pawls to engage the saw tooth on the body of the freewheel/freehub. However, this is very unlikely on a reputable brand bike, it may happen on low and very low end bikes (which use cheap lubricants). When this happens, the bike doesn't make the tic-tic-tic-... sound when coasting, and the pedalling action feels "spongy". If this happens to the freewheel, it may be also the case with the hubs, then the wheels won't spin freely and the bike feels harder to pedal than it should. If this where the case, the solution is the same as previous case: take apart, clean, apply fresh lube and reassembly.
On bikes with freewheel, this part is screwed into the hub, Sometimes it is not tightened when assembled so the pedaling action tightens it. Nonetheless this should happen only once and the freewheel won't perform a full rotation respect to the wheel.