I'm thinking that as SebastienL has inferred, you have not actually begun a pbem game, but have sent a save game file to him. In this case it would be saved in the scenarios folder, if not the saved games folder (not sure if there is one of those). Tell him to look there for the game.
But if what you want is to play AGAINST your friend via email, then you need to begin anew, and when you get to the point where choose one of the following: 1-player, Hotseat, TCP/IP, or Hotseat, you need to choose PBeM. The just play it out until the end. Trust me, do not save the game and send him the save file. When your "turn" is over the game will tell you to name the file and then will save it to the pbem folder. Send that to your friend.
I am guessing that you began a hotseat game and ssaved it to send to your friend. You can certainly do so, but it will be cumbersome. Besides which, the security temptation you asked about in your other thread.