Even if you have added MLSP and/or your 3rd party Autoresponder service, ei Aweber, under Settings > Integrations... you'd still need to assign that integration to your actual funnel opt-in forms. Return to the page editor -- on the left, under Page Content, locate "My Form." This will open an edit panel for just the opt-in form on the right, where you can select which Integration you'd like to use -- connecting your form with MLSP.
Don't forget to save your changes. Also, be sure you've gone through all three training videos under My Websites > MLSP Funnelizer (Beta) > Click Here to Toggle Instructions, as they do show how to integrate MLSP and your autoresponder, including this step.
Note -- integrating only MLSP would not send out messages... but would reflect your new opt-ins to your MLSP backoffice. You'd still need to integrate an autoresponder in order for your prospects to receive emails.