How to see mails sent by me in Evolution

You will need a couple of steps. Enable the threaded folder view with Ctrl+T. Then set "Include threads: all related" in the search folder configuration.

If you are using an SMTP server other than Gmail's you may need a further hack. You could bcc yourself at a plus extension of your Gmail address; something like "+threaded", then configure the external Evolution accounts to "Always bcc to" this address.

There is a detailed walk-through of this approach by Matt McCutchen on his blog.