Our theme uses wp_mail() function for the contact form
If your mail server does not deliver the mail to you, then it’s highly possible that your mail server requires SMTP and authentication.
You will need to use this plugin https://wordpress.org/plugins/wp-mail-smtp/
It will enable wp_mail() function to use SMTP server and authentication.
Also, Check your mail server as well as your desktop mail client, ensure that the contact form mail is not marked as spam.