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To set up your email accounts in cPanel:
First log on to your cPanel account and then click the “Mail” icon.
On the next menu select “Manage/Add/Remove Accounts”
A default email account will already exist and will have a mailbox name equal to your account name. To create another account, click “Add Account”, in the “Email” box enter the name you want for the email account (the bit before the @), enter a password, and enter a disk-space quota. Note that the disk space quota entered is important, if the inbox of the account you create reaches this limit then new emails sent to the account will be rejected.
Setting up email clients to receive emails is linked with creating mail accounts in cPanel. You will not be able to download emails for an address unless you have first created the mail account in cPanel.