Hello Jackie
You will need to make a workflow based upon the Sent Email entity that will create a new activity record when a new Sent Email record is created. If you are sending only to leads or only to contacts, the workflow would just need one step: Create Record > Email (or whatever activity record you want to use). If you are sending to both leads and contacts, the workflow will also need steps that check to see if the sent email was sent to a lead or contact. In this case the workflow would look something like this:
If sent email lead contains data
create record: Email (set it to be regarding the sent email's lead)
If sent email contact contains data
create record: Email (set it to be regarding the sent email's contact)