It's a simple syndication thing. There are various ways of signing up to see RSS feeds (which means, essentially, every time there is a new post/thread, it will be added to a list) - you can see them through Outlook, Google, all sorts. This is Google Reader, for example.
So you click on the "Subscribe to this topic" and it will ask you how you want to subscribe - via Outlook, or Common Feeds - this may differ depending on whether you are using Internet Explorer or Firefox or a different browser to view the internet.
On Firefox, if you choose "Live Bookmarks", it will stick a little orange bookmark flag on your toolbar, so you can just click it and see all the latest posts on your chosen topic. Internet Explorer has a similar thing called Common Feeds (I think).
So it doesn't HAVE to go into your email, but it can if you like, or it can just collate it somewhere on the internet for you.
Does that make sense