Listings on the Agency Directory are able to receive leads directly from their listing. You will receive these as an email from BrightLocal.com, and this will include the contact details and message from this new lead. You can use these details to follow up with the lead, and begin your normal sales process.
To change the email address these leads get sent to, change the 'Directory Contact Email' supplied in your 'Agency Directory Details' in BrightLocal.