See Kevin Stratvert's YouTube tutorial at https://www.youtube.com/watch?v=Hk9ZZuvBPrQ At about the 4 minute mark, instead of selecting to execute the merge to the printer, select to execute it to Email.
For a more capable operation, use my Merge Tools Add-in that Kevin demonstrates in the following YouTube tutorial https://www.youtube.com/watch?v=yj_s3cdfVDY