Select a file in Finder and 'send via email' is an option I use on Windows a great deal. On my Mac OS (v10.9.2) it isn't there.
This option should be available via the 'share' context menu but if you have set your default mail app to a mail program which is not Apple Mac Mail then it won't show up. I have set mine to Thunderbird. To reset it open Mail and go to Preferences and General, then select the mail app as the default.