This is because you have not set up your email client as a default for mailto: links - meaning that when you click on a contacts email address inside your CRM account your email client does not automatically load a new email window.
For example, if you use Outlook as your email client you will need to set up Outlook as your default email client which will then resolve this issue.
To see more about setting up a default email client please click here.
Please click here to watch our short video on email integration with your CRM account.