Evolution keeps it's mail in a hidden folder in your home directory
On this FreeBSD box it is
/usr/home/<username>/.evolution/mail/local/Inbox
Linux would be somewhere like
/home/<username>/.evolution/mail/local/inbox
The dot before evolution means hidden. Set your file browser to show hidden files or look at the man page for ls
http://linuxcommand.org/man_pages/ls.html