All global options must be configured in the /var/ossec/etc/ossec.conf and used within the <ossec_config> tag.
XML excerpt to show location:
<ossec_config>
<global>
<!--
Global options here
-->
</global>
</ossec_config>
Note
If the smtp_server entry contains a hostname, /etc/resolv.conf will probably have to be copied to OSSEC’s etc directory (/var/ossec/etc by default).