By default, the emails sent via the contact form are delivered to the ad author. If your intention is to post all the ads yourself, and the ad author is you, then you'll get the emails anyway. If you want your customers to post the ads, but you still to receive all emails then you would have to customize the theme (which depending on your coding knowledge, should be a fairly straightforward code change). Another option is that you can manually change the ad poster to you after any ad has been posted..that would be if you're only interested in doing this for specific ads..
If you are really only wanting to do this to see what sort of correspondence the sellers are receiving, then you could also customize so that admin receives a BCC of all emails (one of our community members has shared a tutorial for this in our forums).