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There are two basic ways mail clients get email: POP and IMAP.

The difference between the two is that POP brings messages to your machine, while IMAP ALWAYS leaves messages on the server. IMAP only downloads header information initially. That can be advantageous for slow connections and for being able to access your email from multiple locations/machines. Pop also has the disadvantage of only using one folder (INBOX) while Imap can have multiple server folders.

Webmail uses IMAP. Outlook and most other mail clients can use POP or IMAP.

If you are accessing Email from two or more computers, you may find IMAP makes it easier to maintain a consistent view of your mail. However, you can achieve the same thing if you tell POP to leave a copy on the server and delete it when you delete your local copy.

The disadvantage of IMAP is that if you cannot connect to the server, you can't see mail that you've already seen (unless you have specifically copied it to a local folder). With POP, what has reached your inbox is now on your machine: you may not be able to get at new messages, but your old messages are here.

Some IMAP clients allow local storage automatically..

If your local machine doesn't get backed up, having the messages stored on the server can be a life saver. Of course if the server isn't being backed up, using IMAP can leave you with nothing at all after a server crash. It's never a bad idea to copy important email to local folders.

You can easily test mail connections:

How do I test a popd connection?
How do I test an imap server?
How do I test a smtp connection?

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