new user not getting email registration link

After I filled out the registration form, I got this message:An email with further instructions on how to complete your sign up has been sent to the email address you provided.Please check your email (including your spambox) to complete your sign up.To have the email sent again, simply try logging in with the username and password of your sign up.I can't find the email link in my email nor in my spam mails, however I do see the user in the back end but the user is not enable. Is there some kind of mail agent that needs to be setup

Ensure outbound emails are working for your site. To do this select a test user accounts checkbox in CB > User Management and click the Mass Mail button to try sending them an email. Sounds like the email failed to deliver as they should receive the Welcome or Pending email unless you emptied their Subject and Body in CB > Configuration > Registration as doing so results in those emails not sending.

Question,
I am using a VPS and I found out today that they block port 25. So, I guess my outbound email won't work so does that mean that the users and send messages to each other once inside the website? I understand that they won't receive a confirmation email upon registration but for testing purposes, I want to know if I create a couple of users, if they would receive inside messages?

The PMS doesn't require outbound messaging so yes they can still communicate onsite fine. However you should address your VPS being unable to email users. My guess is you need to configure Joomla mail in Joomla global configuration to use sendmail or SMTP instead of PHP Mail then configure it according to your hosts requirements.