It is no (menu)option... it is a feature
PBEM games probably never ends this century, but they are big fun
There is a pretty detailed thread about the technique, have a look at
http://apolyton.net/forums/Forum2/HTML/000819.html
let me try to explain it as short as possible:
- get your turn by email (*.net file)
- load it as LAN- internet game without anybody joining (you need not be connected to the net)
- choose your civ and do your turn till "end of turn" is blinking in the right bottom corner ("wait-at-end-of-turn"-option needs to be enabled)
- press ctrl-N (but not return!!!)
- save the game and send on to the next player in order
Good luck & have fun!
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greets from the Warrior of sky