When you have your search working properly as a regular search, you'll need to follow the process here at the Schedule Reports docs page. You'll want to be sure to schedule a report, not an alert.
Did you set up your SMTP settings in ... settings, server settings, email settings? That has to be correct and work before anything else will work.
If you have SMTP set up and if you schedule a report that doesn't work, then what I usually do is schedule the report to email every, say, 5 minutes, and tail or check the end of $SPLUNK_HOME\Splunk\var\log\splunk\python.log. Be sure to unset the schedule after you've found good logs! You can probably google or stare at those logs for a few moments and it might tell you what's wrong, and if not paste the few pertinent bits in here and we can probably help you figure that out.