EME helps you to achieve GDPR compliance. While some things (like alerting your visitors of the fact that you use cookies and also inform them about your privacy policy) remains your own responsibility, you can put the eme_gdpr shortcode on a regular wordpress page (with all the explaining you want to do) so people can easily and safely request their personal info stored in EME. The link generated by using #_GDPR_URL in the email the form sends out (the form is created by this shortcode) is only valid for X hours (the lifetime of a wordpress nounce, typical 24 hours). The content of the email can be changed in the EME GDPR preferences.

So in fact it is a 2-step procedure:
1) create a wordpress page and put [eme_gdpr] in it. Then let people know of this page (privacy policy, mail, …).
2) after the user enters his email and submits the form, he/she gets an email with a link towards the personal data stored.