How do you link messages sent from the Email tab to the Contacts detail window?

How do you link messages sent from the Email tab to the Contacts detail window?

I sent a message from zoho mail to an existing contact assuming that it would show up in the Contact Detail tab under Sent Emails. It does not appear there. What am I doing wrong? Is there a work around if zoho mail cannot automatically link the message using the email address?

Thanks.
Liz