I have install Java Mission Control using the Zulu Mission Control. However, when I click on "Install New Software..." there are no software available. The list is empty. I am not sure about what to do.
The open source version of Mission Control is not configured with any updatesites, see http://hg.openjdk.java.net/jmc/jmc7/file/6be1a897a17b/application/org.openjdk.jmc.rcp.application/src/main/resources/updatesites.properties The source code for all the supported plugins is however present.
The updatesites used by the version of JDK Mission Control that will be release by Oracle will point to somewhere similar to https://download.oracle.com/technology/products/missioncontrol/updatesites/supported/6.0.0/rcp/ but these updatesites will be released when Oracle release JMC 7.
If you really need some specific plugin, at this time you will probably have to build JMC yourself from source, and install both the base JMC plugins and the extra you need into an Eclipse IDE. There are instructions in the README.md on how to do this.