iCloud mail handles only its own emails - you can't collect mail from other accounts as you could with MobileMe - so all you can do is set up forwarding from other accounts to iCloud. However you can only use the iCloud address as the 'From' address when using its outgoing server, so when you are using your Mac or iPhone you are better off setting up other accounts separately in the Mail app. Only when using iCloud webmail will this then be an issue.
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