Hi:
NSX VXLANs will support L2 Multicast based upon the version of the vDS. For Layer 3 multicast support, that will require the use of VLAN backed portgroups as NSX Distributed routing and Edge Service Gateway routing does not support the registrations of IGMP.
This KB article explains the support mechanism for vSphere versions 5.5 and earlier which would apply to NSX on vSphere 5.5 hosts.
VMware KB: Understanding IP Multicast in ESXi/ESX
For vSphere 6: vSphere 6.0 Documentation Center
Paul