Looks like a X post. Inside your Mastercam install directory you will have a "Mill" folder. Look in the mill folder and you will find "Posts" Copy the file you have in your msg into the "Posts" directory. Just make sure it's extension is .pst
If they sent you a .mmd file and a .control file then those files will need to go into the "cnc_machines" folder. This folder is in the Root of the Mastercam install directory.