You just need to set up your email account in Mail with the correct settings. Chances are, you will want to use IMAP so that if you delete an email on your Mac it is also deleted on your iPhone - they stay in sync. POP downloads the email but when you delete an email it doesn't delete it from the server. There are a fair amount of settings that need to be correct in order to get it set up.
Remove your current email account via Mail > Preferences > Accounts > select it in the list > hit the - button. Then you can add a new one with the + button.