Welcome to the B&N forums.
I have never heard of B&N sending books to a person via e-mail. Are you sure it wasn't just an e-mail confirming that a book had been "purchased?"
As for why is it not on your Nook Color - did you manually refresh your library to cause it to force a resync with the B&N servers? If not, this is done by having the wifi on, selecting "library", the "book" tab, then the circular arrow at the bottom-left.
Are you sure those emails were not simply your receipts? You should get an email receipt for every book you purchase (even if it was a free book). If you pre-ordered, you will get an email confirming the order and another when it is availble for download. To actually get the book, as mentioned, you need to sync your Nook's library, or download from the web site onto your computer and then sideload the book via a USB connection to your Nook.