Use an email address for notification of leads

where can I add my email address to be used for notifications when someone fills in the capture form?  I do not want to integrate with an email service.

Do you mean you want to receive email notifications when your form has been filled in?

Your form should already have one email notification that was created by default when you first created the form using your account email address.

If you want it to go to a different email address simply change it in the reply-to recipient settings.

Please see https://www.jotform.com/help/314-How-to-Properly-Add-Change-and-Test-a-New-Email-Recipient-Address for a better understanding of how to do that.