Does Sendmail rely on the local email client or is it cloud-based?

I have created a Schedule that scans a table for overdue tasks and generates a reminder email to the task owner. This runs nightly and works fine, but I just noticed that all the generated emails appeared in the Sent mailbox of my machine, which implies to me that emails are NOT being sent through the Zoho cloud host but rather through my local email client.

That is not good, because it implies that if my machine doesn't happen to be running (and logged into Zoho, I guess), the emails won't go out.

Is it indeed the case that emails created with sendmail are not going out through Zoho's cloud service but depend on the local machine? Boy, I hope not......