You wouldn't configure anything in the contact form widget. The form automatically sends to the e-mail address that is associated with your Website Maker/Magix customer account. So, if you registered a domain name including an e-mail inbox (e.g. webmaster@yourdomain.com), the form doesn't necessarily send to that address. The form sends to the address you use to log into Website Maker and that appears under the "user details" section (where you could also change it).
Once you've made sure you're checking the correct e-mail account for the message you're expecting, you should check the spam filter settings. It's likely that the automated message from the contact form widget gets intercepted here. The spam filter might be a feature of your local e-mail client application (if you're using one) or it might be a feature on your e-mail provider's server.