How to send auto email for new unapproved comments?
using simple_comment_email_notification

and will send email notification to the site email configured at admin/config/system/site-information without any configuration

using rules

Rules module allows you  to 
Add reaction rule by going to admin/config/workflow/rules/reactions/add


  React on event > After saving new comment


And add action


  system > send email 


NOTE: rules is still in alpha stage at this time so some things might not work as expected if at all (above procedure has not been tested)