-- Sorry if this is a bit long winded, but since you said you have no idea how to do it, I thought I'd go overkill and explain it step by step. --
Well, there's several steps to this. Yes, you'll need access to a server with a script to send emails based on imput in the url. The most typical language to do it in would be php, and the server would need an SMTP application.
As far as flash goes, you can use a component for the input box.
Inside of Flash 8, go to Window/Components.
Inside of that window, go to User Interface/TextInput.
You can drag-and-drop it to create an instance of it, and you can edit it through both the Properties and Parameters window. (WIndow/Properties/Properties Window/Properties/Parameter)
Most importantly, under Properties, is the <Instance Name> box. This is what the input box will be reffered to as inside of actionscript.
The input box alone will allow users to type text into it, but will not submit anything as is. You will need to either make a button to submit, or add a listener to Key.isDown. To access the data inside of the input box, refference it, and use its .text property.
If this makes sense, great. If not, I'll go into an example.
Example-
Place an input box. Inside of properties, give it an instance name of "email." Make a movie clip to serve as your button; name it whatever you want. Select your button, and give it the actionscript:
on(press) {
var userInput:String;
userEmail = _parent.email.text;
this.loadVariables("Location_of_Script.php?Em ail_Variable=" + userEmail);
_parent.email.text = " ";
}