The digest email is a summary of new messages posted by members in your network. You can choose to receive this email Daily, Weekly, or Never by changing the option selected in your account's notification settings.
To get to your account's notification settings, log into your yammer account and under the icon with three dots in the top navigation bar, click Edit Profile. Then select "Notifications" from the left-hand column. Under the "Send me a digest of message activity" section header is the drop down for digest sending options. When you're done, click Save at the bottom to put all the changes that you've made into effect.