1) Log in to cPanel (instructions here)
2) Click on "Email Accounts" under the "Email" section:

3) Scroll down to the email accounts you have currently set up and then click on "Set up Mail Client" next to the account you wish to configure:

4) On the next page, there are some auto-configuration scripts. It is highly recommended you set up the account manually however, as well as using the SSL connection details, so that your connection will be encrypted. You can choose to retrieve incoming mail via IMAP or POP3. IMAP synchronises your local mail box with the remote server, while POP3 downloads a local copy of mail to your local computer (with the option of leaving it on the server if you wish as well):

5) In your external mail client (e.g. Apple Mail, Outlook, Thunderbird etc) you can now add a new account. Be sure to specify the exact incoming and outgoing server as is specified in your cPanel settings, as well as providing the correct ports and the correct email account username and password.
6) If you are using the secure settings (highly recommended) then you must select the option to connect via SSL on both the incoming AND the outgoing mail server. You must also ensure that the option to authenticate the connection to the outgoing mail server is checked (you can set it to use the same settings as the incoming mail server).
7) Precise instructions can be viewed in the help for your specific mail client. Once this is done you can now send and receive mail through your account through an external client. If you are using Gmail then you will need to click the cog in the top-right corner of the screen while logged in to Gmail, and then click on "Settings". Click on "Accounts and Import" and then "add a POP3 account that you own" and then simply follow the instructions on-screen to add the account here.