No indication that mails have been sent

I create a mailing and set it to send immediately, as a full mailing rather than a test.
However, there is no indication either on the CiviMail main page or the report page for the mailing that it has been sent.
Even though I have received a copy of the mailing at the address I included in the recipients, the report page still says "Delivery has not yet begun for this mailing."

I am not sure how to test this on the demo site.