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In Joomla, the email settings for your site are set in the global configuration on the server tab, but there is no easy way to test to see if these work. You can use com_messages to send a test email, but this involves sending a private message to a super user, which is a bit of a pain to do. UE Man makes testing your email settings much easier, by including a Test Email Configuration tool.
Componets->User Enhancement Manager->Test Email Configuration
Enter your email address, and press the Send a test Email button
If you receive the email, you know the mail settings on your site are good. If you don't, then you will need to check the mail settings in your global configuration
If you want to adjust the text of the test email, you can do this with a language override