Depends. With an older PVE you have to set up postfix. With PVE 8.1 you can use the new notification panel to send mails without postfix.
Check in the webUI the user management. If you select root there you can set its mail address.
Another place in the options is also a field where you are able to set the "from address" in case your SMTP server only accepts mails from an specific address.
Not completely sure, as I'm sitting in the bus right now, but I think the notification panel of PVE 8.1 also allows you to define where notification mails should be send to.