I setup a few filters and notifications, and installed the agent on my servers. But I am only getting emails from the local machine where the management console is installed, not from the other servers?

After making configuration changes on your management workstation, you will need to use the "Update Configuration" feature of remote update to push the updated configuration to your remote machines.

Right-click the "Computers" container of the group you want to update and select "Update Configuration". In the next dialog make sure that the correct features are checked and click OK.

The remote computers will now receive the latest up-to-date configuration.