About how to start a PBEM game: In the main multiplayer screen, click location so that it says "local." When you click "host," one of the game options will be PBEM.
I have a question of myself. When I try loading a saved game in multiplayer, so that I can continue a multiplayer game, I can't select the option to have the other player continue on, even though he/she was in the staging window (and I launched with him/her ready), and I also had load game as the option in the staging window. Anybody else have this problem and/or know how to solve it?
Edit: Never mind about my question; I think my MP partner, wwhill, figured it out. I'll edit this post again if it works out.