Hey our Script uses mail() function of PHP to send emails. Which you can find in lib >> includes >> functions.php send_email function that is the function which sends all emails.
So few things needs to check.
1. Please go to General settings From top right icon,
2. Make sure email from and reply to both are @yourdomain.com
3. Please check your SPAM folder if you are getting mails in SPAM
If no mail at all in SPAM or anywhere, there is hardly something you can do , please talk to your Hosting provider ask them our php mail() function is not working. They would check port 25 which is used to send mails.
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To integrate the PHP SMTP you can use PHPMailer, and integrate that to send emails through send_email function. We would be not able to provide tutorial on this thanks.