Drupal - 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".

If the option "Send e-mail as HTML" does not appear while editing a Webform email, visit admin/config/content/webform and select HTML mail system.

This was my issue.

You could use the Mimemail module which I have used in the past. It allows you to have a html mail option per webform email configuration. This also needs the Mail System Module