When you configure your e-mail client, such as Outlook (Windows) or Mail (Mac OS X), you will need to enter the type of mail server your e-mail account uses. This will typically be either a POP3 or IMAP server. IMAP mail servers are a bit more complex than POP3 servers and allow e-mail messages to be read and stored on the server. Many "webmail" interfaces use IMAP mail servers so that users can manage all their mail online.
Still, most mail servers use the POP3 mail protocol because it is simple and well-supported. You may have to check with your ISP or whoever manages your mail account to find out what settings to use for configuring your mail program. If your e-mail account is on a POP3 mail server, you will need to enter the correct POP3 server address in your e-mail program settings. Typically, this is something like "mail.servername.com" or "pop.servername.com." Of course, to successfully retrieve your mail, you will have to enter a valid username and password too.