you need to configure the mailer information within CAS --> Settings --> Send Mail (input the SMTP details).
Next, go to compuware security and create some group or user to which you would like to send the email alerts.
Now, open RUM Console and go to Alerts, There you have some pre-defined alerts already configured, just select the relevant alert and edit it for notifications. configure the parameters for the alerts and select the user to whom you would like to get notified, Once done apply and publish the changes.
let me know if you need more help.