Currently ETHMail and ENS integration supports using only one ENS name per Ethereum address. This might change in the future (if there will be need for it).
To use your ENS name with given Ethereum address you need to do two things:
Example:
On my address page I have xunkulapchvatal.eth set as primary name
and on xunkulapchvatal.eth page I have it to resolve to my Ethereum address:
After you setup the ENS name it will be available for use as a sender in ETHMail UI "compose" screen: