Ephesians and Colossians are exactly what they're billed as in the title: epistles. That's just a fancy word meaning letters. And why would Paul write a letter? Well, he's in prison, for starters, so he can't be there to deliver his advice in person. The letter is sort of a stand in for him. It's a way for him to forge a relationship with his friends in Ephesus and Colossae from far, far away.
Sounds pretty simple, right? Let's call it a day.
Not so fast. While Colossians seems like a pretty typical letter, Ephesians is missing lots of stuff that people usually put in their correspondence. Paul doesn't reference many specific people, places, events, or issues in Ephesus. It's more like he's writing a general sermon than some personal advice to a group Christians he knows and loves (source, 1113). It would be like you sending an email to your best friend with your Biology essay pasted into it. Pretty impersonal.
That doesn't mean Ephesians isn't a letter. It may have passed through the mail at some point, but it's also a bit of a genre-bender.