Whether your emails are still on the server depends if you have checked the option to leave them on the server. If you haven't, then they won't be, which is the most likely case. Even if they are still on the server it would mean you would have to download them all again to view them, which could be very lengthy. You address book is definitely only on your local machine.
To find out where your email are stored by OE do this :
Go to Tools > Options > and click the Maintenance Tab
Click the Store Folder button
Copy the path it shows you and paste it into Explorer (file browser)
That's where all your messages are.
For address book, search your computer for *.wad files.