I don't know why you would use WolframAlpha to do this; you can get this directly in Mathematica:
CentralMoment[NormalDistribution[\[Mu], \[Sigma]], #] & /@ Range[6]
gives the first 6 central moments:
{0, \[Sigma]^2, 0, 3 \[Sigma]^4, 0, 15 \[Sigma]^6}
