See what errors you get in /var/log/maillog
Do you have sendmail, postfix, or another mta running? One needs one of those and it will probably have to be configured to send out to a specific server.
The easiest thing to set up for it is probably ssmtp.
for a quick guide to setting up ssmtp. However, as per some other threads on this forum, it won't work for local emails, that is logwatch and other system emails that are sent to root.