Understanding result of "Subscribe Now"

This will undoubtedly sound really stupid, but, does a subscriber clicking on “subscribe now” send an email address to me, the blog owner? How do I know, or how do I set, what address or destination the subscriber’s email goes to? And, is there a “thank you for subscribing” follow-up that goes to the subscriber? If yes, can I customize that?

Thanks!

https://wordpress.org/plugins/feedburner-optin-form/