There are a few ways, but I’d do it in the sequence following the form. You can either send an email to yourself (hardcode the To: address so that it comes to you), or you can use the Apply a Note function and set it up to notify you when the note is applied (I like this method because it gives you a historical record on the contact that this form was submitted).
Or, you could use a Fulfillment List - which might be preferred if you’re getting a number of leads each day. This would send you notifications in batches, as a downloadable spreadsheet.
Hope that helps!