If you viewed that e-mail in your Yahoo mail account on the web (via Safari or another web browser), it is not saved to your iPad. You'll have to go back to that e-mail and send it to an e-mail account that you have established on the iPad (that you use the Mail app to view). Once the e-mail comes to the iPad and you open/view it in the Mail app, that e-mail (and video) will stay in the Mail app until you delete it.
If you want to save just the video to the iPad, you'll need to have an app that can view that type of video. A lot of people have had success with the free app OPlayer HD. Once that app is loaded on your iPad and you've sent that e-mail to your Mail app, you'll be able to save the video to the video app using the "Open In..." function.
Hopefully, that helps. Holler back if you've got more questions.
Marilyn