For the email that goes to the email address that the website visitor typed into the form on your page, you need to either install Postman SMTP plugin or the Custom Sender For Email Before Download plugin in order to set the From: of that email. You should set the From: to a real email address for you domain name (in other words, make sure that the From: email address you put in there can actually receive email and that it goes with your domain name — that will help make sure that mail providers like Yahoo or Gmail don’t just silently throw the email away).
For the other email, which I call the notification email, the settings for that are controlled by the CF7 form that you created (on the Mail tab of that form). Normally the From: on that is fine and it normally goes to the wordpress admin, which is usually what you want (as the purpose of that email is just to tell you that someone visited the site, filled in the form, and downloaded the file .. or got an email with the file attached or whatever).
