Depending on how the SMS contact entered the system will determine if there is a link between that subscriber's email and SMS records. Generally speaking, CSV import of SMS contacts (including the associated email address) can link the two records while a single opt-in via personal mobile device may not.
Not linked examples:
A subscribe form only collects email address or SMS phone number & authorization.
The opt-in process setup for the keyword does not include asking for an email address.
A subscribe form collects both email address and SMS phone number & authorization.
An import of data where the file contains both email address and SMS phone number.
Please see this online resource for more information about adding contacts to your SMS program.