It Should be there.
First Step is to configure your SMTP server under Menu|Configuration|Server Settings|Email Server
Then your best step is to configure the email addr that you want to send to under Menu|User Management|Contacts - this will make it easy to use same email addr for numerous alerts without typing the addr each time.
Final Step is indeed under notifications & you configure ePO to send what you require
Think out of the box you'll need to modify the Response for 'Malware Detected and not Handled' but have a look what else you may find useful as well
Hope this helps