PHP that comes with ZZEE PHP GUI is a standard PHP, and it sends mail just
like any standard PHP for Windows will do. You will need an SMTP server
ready to send your mail just like you need one to put into an email client
software.
Please edit php.ini, find there the following stuff:
[mail function]
; For Win32 only.
SMTP = localhost
smtp_port = 25
And put there your own SMTP mail server address instead of localhost.