You have not set up an Apple ID and a web mail account using like gmail , yahoo services , as in the location system preferences > iCloud Apple ID is signed in , that's the reason there is no web mail account enabled and not showing with connection doctor , try to set it up .
And see this paragraph from apple help .
If you’re having trouble receiving email with iCloud Mail, try the following:
- Make sure you haven’t turned on email forwarding. If email forwarding is turned on, messages you receive might be going to a different account. To check, click the Action pop-up menu in the sidebar, choose Preferences, then make sure “Forward my email to” isn’t selected. If you deselect it, make sure to click Done.
- Make sure you’re using a browser recommended in the Apple Support article System requirements for iCloud.
- If you’re not seeing email from a particular sender, check your iCloud Mail rulesto make sure you don’t have a rule set up to delete messages from that sender.
- Check the Junk folder for messages that were incorrectly marked as junk.
Read these articles https://support.apple.com/en-in/HT204230
Recommended system requirements
iCloud1 requires an Apple ID, an active Internet connection, and up to date software. If you meet the recommended system requirements below, you can take advantage of the latest iCloud features and get the best overall experience.
See this also https://support.apple.com/en-gb/HT203528
https://support.apple.com/en-in/HT204316
https://support.google.com/mail/answer/56256?hl=en
https://support.apple.com/en-in/HT208682