This question has nothing to do with performance. It should go to "Installation Problems" http://moodle.org/mod/forum/view.php?id=28
> For sending Mails, do I need to have a Mail Server?
For sure. I don't know about Synology disk stations. According to http://www.synology.com/enu/products/DS209+II/index.php it is just hardware. What is the operating system you installed? Webserver? etc.
> Couldn't find any informations til now about the functionality of mails using in moodle.