Yeah, that’s true, Revtim - sorry, I guess not all ISPs have them.
Jinx, your Internet provider will always have a Web site. Most of the time, the URL will be www.yourISP’sname.com or something like that. For example, Earthlink’s (mine) is www.earthlink.net.
Once you’re on their home page, there should be a link for Web email or net mail or something similar. If you click on this link, you will likely be asked to log in, and at this point you’d simply enter your username and password as if you were logging onto the Internet in the first place.
Now, once you’re on this mail page (if it exists), you should see a setup that’s similar to Outlook, at least in principle. You should see an Inbox, Sent Items, Deleted Items, and so forth. Click on Inbox, and you can retrieve all the new emails.
Retrieving them, however, is not the same as downloading them onto your PC. If there’s an email that has an attachment, you click on the attachment (though this varies from ISP to ISP, I would think), and it’ll ask you where you want to save it. It won’t save it somewhere on your hard drive indiscriminately.
You can keep emails on this Web mail page for quite a while - most will set a limit of space, not time. So you could theoretically keep emails there for years and years, provided you didn’t have so many of them that you ran out of room. 
Now, with Earthlink (and this might not be the same across the board, so take it for what you will), if I retrieve messages into my Inbox at their mail page, then close the page or logout from it, when I open Outlook the ones I retrieved will still be in my Inbox.
Personally, I prefer to use Outlook because it can take quite a while to move from page to page, from email to email, on the Web itself, whereas Outlook’s a bit faster (being on my PC). So I use Earthlink’s mail page as a backup for Outlook in case there’s a problem. Just this morning I wasn’t able to get messages from Earthlink through Outlook, so I went to Earthlink’s site, logged in, and tried to retrieve messages there (this time, however, I found that Earthlink itself had problems, not me).
This is particularly helpful if there’s a specific email address that’s holding things up; say it’s a big one that’s causing Outlook to timeout.
Hope this has helped!