In ePO 4.0, you'll want to head to the Notifications area (in 4.5 it would be "Automated Response"). In either case, you'll need to configure an SMTP relay (Configuration > Server Settings). If your mail server requires it, you can optionally provide creds to authenticate.
Also, you may want to distinguish between threats that were handled and threats that weren't. This generally takes a little while to fine-tune, use EICAR to speed that development along. Also, please consider the aggregation/throttling options carefully, and understand the potential of sending sensative data via email--many organizations have policices regarding what kind of information you can include in these types of messages.