You setup email addresses within your hosting cpanel under the Mail icon. That should also give you your hosting mail server information (i.e., mail.yourdomain.com) to use when setting up a new email account in your mail program.
Depends on what mail program you use to download and read your mail as to how/where you go to set up a new account, but typically it's under Tools > New Account or possibly Edit > New Account or something like that. Then enter in the information they ask for. Again, the information you need to enter should be found in your hosting cpanel under the Mail icon - or within the Help button in your hosting cpanel.