Only the files that your visitors upload. The rest of your info will be simply in the email that you will receive.
Remember also that before the script actually works, after you have published and uploaded all necessary files, you need to run the ndadmin.php page, by typing in your browser:
www.yoursite.com/ndadmin.php. Just go on and fill in the form fields, as required, and click on "Generate configuration file". At this point, if everything is setup correctly, your form and script will work perfectly.