where did my file directory go? I thought my mail was backed up in my .me account and now that my computer was stolen and I need to restore my emails all I can find are the ones in my inbox

I thought my mail was backed up in my .me account but when my computer was stolen and I went to restore my email in my new one, all I had were emails in the inbox. Is there any way I can retrieve the saved file directory? I did not back up the mail because that was being done by the .me account (I thought)