An email client is a computer application that can use your internet connection to connect to a Mail Server. These typically are either POP3, IMAP or a HTTP server. The SMTP protocol is used for sending mail. The applications in this genre use HTML formatting to compose emails, view emails and manage them.
A good well-known email client is Microsoft Outlook or Outlook Express. There are also free email clients available like Eudora. Opera combines a free email client along with the Opera package, called Opera Mail.