I recommend making sure you're using the most recent download of the plugin.
The currently released version of the plugin uses the wp_mail function, and it worked fine in testing, so if you've done something to change the way wp_mail works, any issues you are having are most likely caused by the third-party plugin, which as per the
Shape 5 Terms of Use, is not covered by support.
As for setting up the plugin, all you need to do is install it and activate it; once that's done, the widget will be available to place in any widget position, and you'll just need to configure the form using the settings on the widget.