CDOSYS is a object that should already be installed into your system, if it is not you might need to review some MS documentation for your OS on how to get it setup.
If you have CDOSYS installed then in DW when you apply Universal Email you should choose the CDOSYS mail object. When you finish crafting the Universal Email server behavior it will generate the code for the mail to be sent. You should test it out, if you do not have CDOSYS installed or enabled it should give you an error and point to the line of code that is trying to create the CDOSYS object.
Please post back if you have any further questions on this or experience any problems with Universal Email.