This indicates that your
$WAGLOBAL_Email_Server = "" ;
settings in the WA_Globals file is not set up correctly. Usually leaving this setting blank would work for most people but in some cases depending on your server you might need to specify an email server.
To do a quick test, please create a blank php file and paste this code into the file:
$to = "firstname.lastname@example.org";
$subject = "Test mail";
$message = "Hello! This is a simple email message.";
$from = "email@example.com";
$headers = "From: $from";
echo "Mail Sent.";
make sure to change the to and the from and then view the page in a browser. This should tell us if you are able to send mail from your server.