If you send SMS messages from the system and want to be notified of any replies that you have received by email, here is where you add the email addresses to get those.
To add in email address, all you have to do is in the SMS section, under the settings tab, select one of the Users email addresses or one from the approved list. But do not worry, if they aren't registered in the system you can add them here by simply typing them in and pressing add.