If you have no email address set up for your account, the Email Archive tool will display the following text when you open it:
"No email address associated with your account. Email sent to the following addresses will be archived and sent to participants:"
which doesn't make a lot of sense since without an email address set up, you can't send email to your site. It might be a good idea to make it clearer that until you get an email address set up, you will not be able to use this feature.