Many ISPs give users POP email accounts, but Windows 8's built-in mail app not only doesn't support POP connections, it actively disses POP users. The first time you open Windows Mail, if the program doesn't recognize your login email address as Outlook or Hotmail.com, it asks you if that address is POP, IMAP or Exchange. If you select POP, it rudely tells you that Mail doesn't support POP3 accounts and that you should get an IMAP or Exchange account instead.
You can, of course, use a different mail client, but if you want to stick with Windows Mail there's a simple solution. Set up your Outlook.com, Hotmail or Gmail account to check your POP mail and then add that account to Windows Mail. In Outlook.com, the option to send/receive mail from a POP account is listed under the More Mail Settings menu.