Which version of LW are you using?

If you're using LW 5, do songs show when you click on P2P Network?
If you're using LW 4, do songs show in red or black when you go to Library & click on Saved Files?

In LW 4: Go to LW's library, click on Saved Files. Highlight a file & click Explore. Your saved folder will open.
Or, to find the location of your saved folder you can go tools > options > saving & there you'll see the location.
Try adding files from this folder to your emails.

In LW 5: Go to My Library, right click on a file > locate on disk. Your saved folder will open.
Or you can go tools > options > downloads to see the location of your saved folder.
Try adding files from this folder to your emails.