SEM gives you topological information about the surface of your sample/specimen. With TEM you can get information about the atomic structure. So if there is a change in the arrangement of atoms, the crystal structure changes, or similar phenomena, you should use TEM.
If there is a difference in chemical composition upon myelination in your sample, you can pick it up with SEM as well. But again TEM can give you both, what structural change happens to your sample, together with the variations/evolutions in your chemical composition.
The resolution is also higher in TEM, so you get better detail about your samples. But you are also viewing a very very small area.