Email Links are not necessarily recommended.  The problem with them is that they work especially well for people that have installed email clients like Outlook, but they don't tend to work well for site viewers who use a form of webmail - like gmail or yahoo mail, etc.

How to Create 

Email links are very similar to other links - except you have to tell it to be an email address in the link dialog.

Start by typing the words you want to be the link in the Segment Properties Dialog.  Select the words and click the Link Icon in the editor.

When you first open the link dialog - it looks like this:

Where the dropdown for Link Type is - select Email - an it transforms the dialog to look like this:

As with all links, the text can be anything - but the email address replaces the URL.