For Email:
When in Email app, go to options, syncronization options, and set it the way you like..
Skydrive:
Go to Office hub, and you should have these three panoramic screens: Notes, Documents, Storage Location.
Under Storage Location you should have Skydrive, Mobile, SharePoint, and Office 365..
These are the places you save your documents on.
If you click on Skydrive, you'll see your Skydrive folders and files. Long click on one entry you have the option to download to phone and store under Mobile..
Note that if you open a file directly from Skydrive, the phone will temporary download it for access, and then delete it from phone when you're finished with it..