Which is the correct preposition?
"at evening", "on evening", or "in the evening".
Is this correct-"He mailed me (on evening / in the evening / at evening)"?
How are prepositions used with time?
In most cases you will use in the evening to refer to things in general. For instance:
I usually read a newspaper in the evening.
Charles enjoys a glass of wine in the evening.
In your case, I find it more appropriate to say:
He mailed me yesterday evening.
Yesterday evening, I received an e-mail from him.