[otrs] Emailing from OTRS question

Hi all This is my first posting. I have successfully installed OTRS to evaluate/develop prior to using it (hopefully) as our ticket system. I have installed on XP Pro, and all seems to be working OK, apart from email. I am presuming that OTRS set-up installs it's own mailing system? However, I've logged in as a 'customer' and an 'agent' in separate windows, and opened a ticket, but there is no notification email arrived in my Inbox. Also, the 'customer' email didn't get a notification of the new ticket. I could be missing something obvious. Perhaps notifications aren't created 'out of the box'? Do I need to set these up first? Thanks for your advice Neil