I use the Mail-in-a-Box email set up to create my Facebook account and I did not receive a confirmation email from Facebook. I tried it again and did not get it. I have tried sending email from Gmail to that mailbox and still receive it normally. Who knows the reason and how to fix it to receive emails from Facebook.
If facebook sent a message to the server, there should be a record in the logs even if no message was delivered to an inbox.
The mail log is located at