Though the plugin successfully sends millions of emails every day, there are a host of issues that can stop or delay emails on both the sending and receiving ends. It depends entirely on your local Server & WordPress configuration. You will need to investigate this issue for your particular local configuration.
See Contact Form 7 Email Issues. There is a link at the bottom of the page to a comprehensive and detailed article which covers many issues. Most people that work through this information appear to be able to resolve their email sending & receiving issues.
If you find you need more detailed advice, after reading and working through the above links, please include a link to your Contact Form 7 form plus all your input in the Form and Mail sections of the CF7 interface. This should allow others to understand your actual problem and offer a possible solution.