In order for that to work, your system would have to be configured to use Procmail for mail delivery.
It sounds like you’re using Webmin, and not Virtualmin, is that correct? The installation of Virtualmin when using the install.sh script would generally setup Postfix along with procmail on your server… but that’s not something you’d want to do on a live server
Essentially though, you’d want to make sure that whatever email system you’re using (Postfix, Sendmail, or whatever), that your server has procmail enabled.