I have no send link in any Windows 7 menu bar; don't recall from earlier OSes, either; however, the long version of citizensin
Windows XP shipped with Internet Explorer 6; a web browser with such a menu bar option. IE6 included an e-mail client: MS Outlook Express 6. The send link/page option would invoke OEXP.
Windows Vista shipped with Internet Explorer 7; a web browser with such a menu bar option. IE7 did not include an e-mail client, but Vista did: Windows Mail. The send link/page option would invoke WinMail.
Windows 7 ships (shipped?) with Internet Explorer 8; a web browser with such a menu bar option. IE 8 did not include an e-mail client, nor does (did?) Win7.
Windows 7/Internet Explorer 8 require that you bring your own e-mail client to the party. (Note: Some computer OEMs include the Windows Live Essentials suite, which has an e-mail client. Microsoft apparently did not, maybe still does not.)
For completeness: Windows 8 ships with Internet Explorer 9; a web browser with such an option. IE9 does not include an e-mail client, but Win8 supposedly does. I can't verify that directly, though.--
~Oh Lord, why have you come
~To Konnyu, with the Lion and the Drum