You'll need to select a mail server account for the account.
The mail configuration has two parts, one host name and configuration and account for the incoming server (IMAP or POP) used to receive and to read your mail messages, and a second part and second host name and account for the outgoing server (SMTP) used to send messages out, and yours apparently has no SMTP server selected. The account and password can be the same for both, or can differ, depending on the particular choices the folks made when setting up the mail server you're using.
In Mail, go to the Mail menu, select Preferences, select Preferences, select Accounts, select the account that's causing problems from the left column, select Server Settings, and check the SMTP server setting. (This path is from macOS Sierra. The path to get to the SMTP outgoing server settings differs on earlier releases of macOS.)
Troubleshooting mail on macOS and (for completeness) on iOS. The connection doctor tool in Mail should indicate the same error here, too.
There are various settings that the folks running your mail server will provide. These are what are entered into the two parts of the mail account configuration; the IMAP or POP part, and the SMTP part. In this case, the latter SMTP settings are apparently not associated with the account.