Ok, so I know this is an old post, but if you've been using Evernote long enough with Apple mail, surely you've had this same question and experienced once or twice what jalemany said where it copies the email link to the Evernote note and it works across all devices... but how to duplicate that, who knows...?
I know this: if you are on your Mac and 1.) click and drag your email from the Preview pane and 2.) while dragging you press and hold 'opt' key, and 3.) release the file into an Evernote note, it will apply it into your Evernote note with that same, 'message:%...' format. Try it, wait 5 seconds, and you will see what I mean.
The bummer is, when I try to open that note on iOS device, Evernote on iOS ignores everything before: "message:%" and after the sending mail server (example "mail.gmail.com") as a link and therefore will not allow me to open the file. Also, as you have probably seen, you cannot add a link to anything in Evernote that doesn't end with .com, .net. etc.
Ugh, so close!