What app did you download it into via 'open in' in the Mail app ? If you downloaded it into the iBooks app then it should show in the bookshelf in the app (assuming that it's compatible with the app i.e. if it was bought from Apple or it's a digital-rights-management free epub).
That will only have downloaded in on the email in the Mail app, it won't have been copied into another app. If you press and hold the ebook in the email then you should get a pop-up with 'open in' as an option, assuming that you have an app that supports it.