Whenever you receive a new reservation you can be alerted by email. If the reservation comes from the booking engine on your website, you can also be alerted by SMS. If the booking comes from a channel, no SMS will be sent.
To activate this feature and/or edit the email and phone number to which alerts are to be sent, go to Settings -> Booking engine -> Alert on new bookings.

The “Send CC also for bookings made by front desk” only applies to email, not to SMS.