You cannot generate emails directly from the CX NGFW services. Nor do CX events (aside from overall module status) generate syslog messages in the base ASA (which is capable of generating e-mails).
However, as of the just-released PRSM 9.3 you can export CX events to a 3rd party syslog server. Most commercial syslog servers have a facility for sending out emails based on receiving certain configured log messages (or preparing a daily digest etc.).