The documentation says:
After people subscribe to mailing list groups—via the subscribe link or a profile—CiviCRM will automatically send them an email asking them to confirm their subscription. Until they click the confirmation link in the email, their contact information will appear in CiviCRM with their group subscription set to Pending. When they confirm, CiviCRM will automatically change their group subscription status to Added and they will be sent a welcome message. (Note: When users subscribe to multiple groups at once, a confirmation email is sent for each group separately.)
I cannot get this to work. Civimail works fine. Send mail to individuals or to a list that resulted from a search works fine.
People join a group through a profile. The advanced settings in the profile has the group name ("Volunteers") and a return ddress but no emails are sent.
I have checked to see if there is a scheduled job that handles this but could not find one that seemed relevant.