I found the solution. It was done very well but hard to discover. I had to open "Easy Print Manager" (I wasn't even thinking Fax settings are managed by "Print" manager), switch it to Advanced Mode, and configure "Fax to PC Settings" in there. I will see how it works, but I think that is it!
I have a brand new WorkCentre 3215, up to date with latest firmware v3.50.03.01. User manual says there is a box to enter PC's IP Address when "Properties->Machine Settings->Fax->Receive Forward->Fax Forward to PC" is selected where I must fill the IP Address of the PC. However, the web configuration page does not show any such option.
I must have missed something - I do not see any tool installed on my PC that can show me received (forwarded) faxes as well. Did anyone get this feature working, if so can you share how to configure and use this feature - please..?