You will need to install a local mailserver in order to do this. If you want to send it to external e-mail addresses, it might end up in unwanted e-mails or it may not arrive at all.
A good mailserver which I use (I use it on Linux, but it's also available for Windows) is Axigen: http://www.axigen.com/mail-server/download/
You might need some experience with mailservers to install it, but once it works, you can do anything you want with it.