Hi,
Yes it would be nice to create a document about how to use the contact form, when I have time I will do it.
However it seems pretty straightforward. Actually configuring an email address for it to forward to is optional as it is possible to receive and view messages even if it is not configured to forward the message to an email address. That is why the user sees the message indicating the message was received. The message is captured regardless of whether it gets sent to anyone or if smtp is configured correctly. A user with edit permission on the page or the contact form can view the messages by clicking the "View Messages" link.
Best,
Joe