Where does the Web-To-Lead form send the leads? Can't find them.

Where does the Web-To-Lead form send the leads? Can't find them.

I created a Web-To-Lead form in Zoho CRM Setup and posted it on my site.  It looks fine and it seems to work fine.  I get the email notification just fine.  The only problem is, I can't find the leads. Where the heck do they go?  I've looked in the CRM under Leads.  I looked under Approve Leads.  Nothing.  And there is no option to include the submitted data in the email notification so I've got no data!

What am I missing?  Can somebody please tell me where to find my leads?

Thanks,
DJ