My mail shows it is arriving but I cannot find it

Hello everyone.

As a new comer to the Mac world may I ask a question? I have managed to set my mail addresses up OK on my new iMac but the small display in the bottom left hand corner of the mail screen says I have a large number of emails arriving but they dont's how up in my inboxes.

Any ideas where they might be, plus how do I read them and ensure they show in the inboxes?

Thanks in advance