Setting up iCloud mail account

I assume you already have an iCloud account with an email address? If not, sign in in System Preferences (or Settings)>iCloud with your Apple ID, enable Mail, and create an @icloud.com address.

If you have already done this you can add up to three 'email aliases' - these are additional addresses (not accounts) which deliver into the same inbox as the main account. (In fact it's a good idea to give out alias addresses, rather than the main address, because if they attract spam you can easily change them.)

You should be aware before you start that once you've created an alias you cannot turn that address into a full iCloud account or move it to another account.

More information on aliases here: http://help.apple.com/icloud/#mm6b1a490a

This page details the iCloud setup procedure for an iOS device:

https://www.apple.com/uk/icloud/setup/ios.html

Other platforms:

https://www.apple.com/uk/icloud/setup/mac.html

https://www.apple.com/uk/icloud/setup/pc.html

When you have signed in you will see a list of facilities you can enable, including Email. When you enable that you will be asked to create an @icloud.com address. You can have any text you like before the @ as long as it hasn't already been taken: it should not include odd characters, stick to letters and numbers.

It's not a bad idea to then create an email alias address as I indicated above, and give that out to people, because in the event of a lot of spam (for example) you can delete an alias and create a new one, but you can't delete the address you first created.

Please read the second sentence of the first paragraph of my reply.