This indicates that the email settings are not correct. When a test email is sent an email is queued to be sent using the exim mail daemon on the NG Firewall server. Exim is configured based upon the configured Outgoing Email Server. The exim log is viewable via the terminal (and/or SSH) in /var/log/exim4/mainlog. Usually you will see error messages that explain why the email is unable to be sent.
Please be aware, that viewing logs on the NG Firewall server requires some Linux ability, and also requires some ability to google for exim errors and read exim documentation. If you are not comfortable with these steps contact support at firstname.lastname@example.org for help.