To do this you will need to set up a redirect at TalkTalk - assuming that they offer this facility. You would probably have the choice of deleting the messages from their server on forwarding or retaining them - for safety you might prefer to do the latter, though of course you would need to go in from time to time to manage or delete them.
However ths snag with all this is that you cannot send using iCloud outgoing server with anything other than your @icloud.com address as the 'From' address. If you are at home then you could set Mail to use TalkTalk's outgoing server with the iCloud account, but if you are mobile or on another computer and using the iCloud website you won't be able to.