But, many people install a dedicated email client on their computers, and use that program to interact with the email servers. Note that I said "servers" plural, because there is one server for sending email and another one for receiving it. Email is sent using a Simple Mail Protocol (SMTP) server and received from a Post Office Protocol (POP) server.
When you install a dedicated email client like Outlook, Outlook Express or Thunderbird, you must configure it -- giving it the addresses of the SMTP and POP servers you use and selecting options like whether or not you want your email deleted from the POP server once it has been downloaded to your computer.