Additionally, you can set to receive notifications about new leads - take a look at the instructions here.
Meanwhile, how receive leads to your email:
1. You can change email integration settings in the form "Edit" panel.
2. Click on the "Integration" tab and choose "Sent me a form to an email address".
3. You can set here where to send your lead, what will be the email title, you can also send your leads to multiple email addresses eg. your co-workers.
4. If you do not want to receive emails - just select "None" from the integration list.