From memory, e-mailed images go to a special folder, named something like "E-Mail Pictures". Have you checked to see if this folder exists, and if so the pictures are probably in there.
Hover on Media in the main menu bar and click on Photos. You should see the e-mail folder. Open it and it should contain your missing photos. From there you can select them and move the to where you would like to store them and attach them to people, etc. in your treee.
Regards,
Ian Marr