1. From the File menu, select “Info” and choose “Account Settings”
2. Select your Email account and click the “Change” button above.
3. Click the “More Settings…” button in the bottom-right corner of the E-Mail Accounts window.
4. In the Internet Email Settings window, Click the “Advanced” tab and use the option “Leave a copy message on the server” to keep or remove mails from server. If option is used/enabled then it will remove mail after downloading mails to your local machine. If option is not used then it will not perform any removal from server. Also, you can use the day option which is recommended one.