You need to open Mail>Preferences>Accounts>"Account Information" tab>and there input the required information for your Outgoing Mail Server (SMTP). Your Internet Service Provider will have the required information to give you to input here. Make sure that you also click at the end of the line "Outgoing Mail Server" on the arrows to get the dropdown list, and there click on "Edit SMTP Server List" and fill in the data in that resulting window also.
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