What attack vectors does EMET protect against?  Email, Internet??

It depends on the applications which you add. By default the EMET Recommended Software protection profile enables protection for a minimal set of recommended software such as Internet Explorer, Microsof Office, Adobe Acrobat Reader and Java All applications. You can also add the Popular Software protection profile. This EMET protection profile adds protection for common software such as WinZip, VLC, RealPlayer, QuickTime, Opera, Chome, Firefox etc. All applications will have the default mitigations applied to them unless specific mitigations are specified per application. You can also add your own applications and configure which mitigations are applied to that application.