SMTP which stands for Simple Mail Transfer Protocol is an email protocol used to send email messages from one email account to another. Without this setup, you won't be able to send email messages to other email accounts.

How to Set It Up?

The easiest way to use this protocol in WordPress is by installing a plugin from WordPress.org. You can go to Plugins -> Add New and search for the keyword "SMTP". There are many SMTP plugins you can choose from.

For example, you can use WP Mail SMTP to set up SMTP for your site.
To set it up, you can check on their article which explains in detail how to set SMTP using many choices of mailer services, including the popular Google/Gmail

After you're done setting up SMTP, the next thing is to set up your contact form.
Please check this article on how to do it.