Any mail is directed to whichever email account is associated with your UKC user profile. In my case, it goes to my Gmail. UKC doesn't provide you with a dedicated UKC email address.
Send a message to the person who posted to say that they'd sent you a message and then they will have your email address add then they can send you an email telling you what that email address is
P.S. You can also opt to communicate by carrier owl. These operate in a very similar fashion to carrier pigeons, but only work night shifts. Just head to your profile and click the 'Adopt Owl' button.