In order to send a file to email you need to have a program assigned to process emails that resides
on your computer. Many people use web-based email (Hotmail/outlook.com/gmail/etc) which means there is no actual program on the computer which means there is nowhere to send the file.
You could install a program called
Affixa on your computer and it acts as the go between so your computer has an app on the computer but the app redirects to your webmail. I've never tried it myself but you can read the
article from PCWorld.
BTW: When you send to the desktop all you are really doing is creating a link to your document on the desktop. If you click on that link the computer uses the file extension of the file to see what program
on your computer is designed to handle that file and it opens that program passing the filename to it as a parameter and most programs recognize the parameter and open that file as they open up.
