See Checking my E-mail for more information. See Limitations of Unix Mail for more information. The E-mail address people use to send you mail need not be the same one you use to check your mail. So when you check your E-mail, you must check your mail at this account. Now just connect to the Internet using your local Internet Provider, and check your mail.
Mail is retrieved using POP protocol.
In order to receive e-mail, you need to have a POP account. Mail is sent using an SMTP server. You can send e-mail with an SMTP server even if you don't have a POP account. You can check your e-mail with a POP account whether or not you have an SMTP server. They are completely separate.