You need to setup section in your OutboundEmail.xml which allows you to handle outgoing mails.
Once you will properly provide the value for all nodes in section your outbound mailing will start working and prior to that also verify your local smtp server settings.
And if your pickup folder gets the mails and yet mail is not being sent that means you need to verify your SMTP, either you didn't configure it correctly or your system is failed to connect with SMTP server.