Getting your email through an email application (also known as an email 'program' or 'client') refers to email sent and received using an email program that is on your computer or device (for example, Outlook Express, Mail for Mac, Thunderbird or Windows Mail).
Once you've downloaded messages into the Inbox of your email program they are stored locally on your device. This means you can still read them easily even if your computer is not connected to the internet.
For step-by-step instructions on setting up your email with the most common email programs use the link here: