Email notification doesn't work

hello,

Title seams to be regular and easy, but I am stuck for a couple of days ??

I have WordPress 4.2.1

1) User-> Admin -> email address set properly (admin is the author of the posts)
2) Settings -> General (email address set properly)
3) Setting -> Discussion (E-mail me whenever & Before a comment appears all boxes ON)
4) Spam folder is empty ….

If I add to the header:
wp_mail( '[email protected]', 'test comment', 'comment content');

then I receive email every time when I reload a page …

What else do I miss ??? Heeeellllpp!