You need an autoresponder like aweber to create an optin form and there will be instructions on aweber. In jay's live events there are 2 events on opt-in's and the event AbieAJ suggests

Thanks. But don’t I have then to make changes to Contact Form 7?

Another question: will this also permit me to create an email sign-up form in my blogs?

No this won't allow you to create an email sign up form. If you need an email sign up form, you should check Aweber