Well, it's definately not obvious and I only know how to do it with Contact Form 7 (which is from same author):
You need to do this on the Contact Form that you want to capture inbound message for:
You don't need to edit any code. Just put these into the Additional Settings field (Note: you may need to check Screen Options - top right, to make sure this field is diplayed):
You can also use mail-tags in the contents.
I used a mix of text and mail-tags and it works well.
Hope this helps ... Duncan