Contact Form 7 mail ends up in SPAM folder in GMail

I have the Contact Form 7 plugin installed and configured, with Really Simple Captcha enabled, and it works fine. But, every mail sent from it ends up in my Gmail spam folder.

I have 4 fields:
Name and last name*
Email*
Subject
Message

There is no setting in options of CF7 for specifying a senders mail address so i guess it uses the wp_mail() function. I don’t understand what what this function does, and how can it send e-mail if no sending account was set. I think that this is what this great plugin is missing.