How to set 'html' email template for webform email setting?
HTML Mail will give you that option.  It integrates with Webform. To use HTML Mail you will also need Mail System.

Go to Configuration > Mail System and set the Site wide Default to be HTML Mail and the HTML Mail module to be HTML Mail.

And if the option "Send e-mail as HTML" does not appear while editing a Webform email. Go to: admin/config/content/webform check "HTML mail system".