iCloud Mail

Once again, they (Apple) removed the Feature of Mail, Contact, Calendar Sync with Icloud Control Panel. It only goes with Contacts, Calendar via Check/Uncheck.

If you want to have your mails synced with Outlook, you need to follow steps posted from David.

Its also given in : Support Article from Apple :

1. On your Windows computer, open iCloud for Windows.
2. To set up Contacts and Calendar, select “Contacts and Calendars,” click
3. Apply, then follow the onscreen instructions to set up Outlook.
4. To set up Mail, sign in to Outlook using your Apple ID email address and an app-specific password. See the Apple Support article Using app-specific passwords.

Greetings.

I don't have a Windows PC but the screenshot of your iCloud for Windows panel looks the same as the example in Apple's support page Set up iCloud for Windows on your PC. It seems not to have or require a control for mail in the panel.

Further, Apple has a support document Set up iCloud Mail, Contacts and Calendar in Outlook on your Windows computer where the instruction for iCloud mail says: To set up Mail, sign in to Outlook using your Apple ID email address and an app-specific password. See the Apple Support article Using app-specific passwords.