We have found our mistake.
First we selected php mail in the server configuration (system).
Second we had to make sure that the from-mail and reply-mail are the same mail adress as in the form builder.
The information in an other question-blog helped us.
"Take an SP Page Builder page.
Take a Form Builder addon.
Insert your site email address in the From Email box.
Insert another email address in the Recipient Email box.
On the page preview, fill up the form and send it.
On the form, fill up with another email address.
Then check the inboxes. You should get emails on the two emails. One is recipient email and the other is given on the page preview."