Hello Emile,
The options you are looking for are placed in
Antivirus -> Custom level. You'll find there the
Scan incoming emails and
Scan outgoing emails options. Enable both options and you should be safe.
However, the emails that are scanned are the ones that come/go through the standard POP3(110)/SMTP(25) ports. If OE uses accounts that are set to use other ports (like secure ports), the BitDefender won't scan the e-mails.
Still, you are protected, because all attachments are scanned by the Realtime Protection engine, once you try to open them

Cris.