Ah, that clarifies your problem. You're trying to use Windows Explorer in the Desktop in order to "share" files. Remember, anything you do in the Desktop is LEGACY, which means all the Windows 7 rules apply. In this case, you'd have to have Windows Mail
or Outlook installed and configured as your email client.
HOWEVER, depending on the file and what app is used with it, you can use the SHARE charm to send it that way. Unfortunately, Microsoft hasn't fully extended the Share capability to interface with all files...it's app-dependent. I tried to follow a parallel
process in Metro by doing the following:
Bring up the Search charm
Typed in a filename I wanted to share
Switched the context option from Apps to Files
Right-clicked the file that showed up (this puts a checkmark on the file)
Bring up the Share charm
.....<sad trombone> Got the message "This app can't share".
BTW, you can bring up the charms while in the desktop, too, but you also get a message saying that essentially you can't "share" from the Desktop.
So, you'll either need to setup Windows Mail (or Outlook) in the Desktop so you can use the legacy sharing method, or if you can access the files you're trying to send via a Metro app you can Share from the charms bar.