The challenge of the month is usually on the MrExcel site proper, with a message that it exists, usually posted in the lounge. No e-mails are sent, so you'll have to log on to see it. (Correct me if I'm wrong here.)
You did not miss one for September. The August challenge was the last as of this writing. Possibly one will be offered for October. I think the challenge is a great idea, so I hope we get a few more.