You need to create an Email data connection. Keep in mind that the user will know that you are being emailed. Security restrictures require that the user accept that the email be sent. So if the user doesn't want to send you the email, they can click cancel and you won't get an email. There's no way using the InfoPath UI to make sure you get emailed without user intervention. If you really need that feature without the user knowing, you'll have to have some sort of a Web service or database email setup.

How do I setup an Infopath form to email me when a user when they clicks
the submit button?