The Paid Memberships Pro plugin allows you to control emails sent by your site.

To configure this options, go to Memberships | Settings and click on the “Email” link. Then, fill in the requested information and, in the bottom of page, just click on the “Save Settings” button:

Detailed information about this topic can be found at https://www.paidmembershipspro.com/documentation/initial-plugin-setup/step-4-email-settings/