Hi Mrunalini,
1. Marketing emails are sent by marketing service, it won't generate traditional activity email records.
(Additionally, without Cc or Bcc fields.)
Marketing email has a separate set of own corresponding activities, they are Insights data, we can view them in Email > Insights tab, or Contact > Insights tab.
(Actually marketing email activities are stored in Azure and then synced back to the Marketing App, that is the reason why documentation tell us to set up Azure Blob storage and connect it to Marketing, if we want to do analytics report for marketing activities.)
You could read this section for how marketing email works in Dynamics 365 Marketing:
https://docs.microsoft.com/en-us/dynamics365/marketing/prepare-marketing-emails#how-marketing-email-works-in-dynamics-365-marketing
2. Maybe you want to track marketing emails like when we track activity emails, if so, you could take following solution as reference:
We could set a mailbox to "Reply-to address" field of marketing email record.

The description of the field is here:
https://docs.microsoft.com/en-us/dynamics365/marketing/email-properties#set-sender-and-receiver-options

Recipient's reply will be forwarded to the reply-to address.
In my test, I set the address to my CRM mailbox.

Corresponding tracked email records:

Activities in contacts' timeline:

In a word, the method above will convert marketing email to activity email record,
but we need to receive a reply email from recipient.
Regards,
Clofly