The 'Send by email' feature, within Windows, works by opening the default email client (which is usually Outlook Express, Outlook or Windows Mail) and creating a new mail message, with the picture appended as an attachment.
If you're only accessing your Sky mail via the web, your email client won't be configured with your account details, so you won't be able to use it.
To send the picture from web-based mail access, you'll need to create a new email and click on the button to add an attachment. Then browse to the location of the picture file and double-click on it.
To configure your email client to work with Sky Mail (so that you can use the 'Send by email' feature in Windows), you'll need to follow the instructions on this website:
http://www.skyuser.co.uk/forum/view-outlook.ht ml
Chris