How do I embed my form to my website and the setup emails to be sent to me, not to Jotform?

Once it is approved how do I attach it to my website for the form to be used and the 

emails to be sent to me, not to Jotform? 

In order to add you form to you website, please see this step by step guide to help you do it: http://www.jotform.com/help/34-Adding-a-Form-to-a-Web-Page

Also, setting up email notifications is explained here: http://www.jotform.com/help/25-Setting-Up-Email-Notifications

Just to let you know, regarding notifications, submissions will always be sent to JotForm servers, they can not bypassed our servers. 

If you have another question, please open a new thread, we will be glad to assist you.