If you ARE a BES customer, yes that would be the correct thing to do. However, I suspect that if you don't know if you are BES--then you are not. BES is primarily corporate issues devices, and are activated by the IT people in your company.

Otherwise, if not BES, and you don't have the "Setup Email" options, I suspect that you do not have a BB Data Plan, or the Email Only plan from Tmo, as described above by John.