You can only get your iCloud emails by syncing with iCloud. Strictly speaking it's not syncing - the emails reside on the iCloud server and your Mac and iPad read them from there, just like webmail. If you disable Mail on your Mac it can't connect to the server so you can't see your messages. Of course none of this applies to other email accounts from different services, but I assume that's not what you are talking about.
I got it. I unchecked it and check it and in "Mail, Contacts & Calendars", now it's OK. I just wanna Mail and Find my Mac in iCloud. I'm afraid of losing data syncing between devices... I'm don't know if I check Safari, it will be cool, I can export the bookmarks daily anyway. Now I just wanna delete three files dmg.txt on Mobile Documents and I don't have the 'permissions' to read them. 2.11 GB. I unchecked Documents and Data and nothing. Any ideas?