If you want to use the newsletter you need to have a MailChimp account (the funcional Newsletter works only with MailChimp – http://mailchimp.com/).
Once you have the MailChimp account you have to configure the subscription file with your APIKey, ListID and set the Datacenter. Open the file /php/newsletter-subscribe.php
and change the variables:
$apiKey = 'your-api-key';
-How get your Mailchimp API KEY – http://kb.mailchimp.com/article/where-can-i-find-my-api-key
$listId = 'your-list-id';
– How to get your Mailchimp LIST ID – http://kb.mailchimp.com/article/how-can-i-find-my-list-id