You still haven't explained how you came across these emails. You said you got it "from the co-workers email" - what does this mean? That the coworker forwarded the emails to you? That you hacked into the coworker's email account and retrieved the emails yourself? If the latter then yes, I can see why they said you violated company policy when obtaining these emails! And I agree with them, this is most definitely a fireable offense!!!
And I agree with the others, it is extremely unlikely that this employer (or any other employer) would have a policy about coaching employees on how to inform HR.

