Use the Get New Messages or the Get New Messages for... items in the File menu to individually download new messages from one account or from all accounts at once. To automatically send and receive all messages press the Receive and Send button in the toolbar.
A little animated icon in the right corner of the statusbar, appears to notify you of new mail. Left-click the icon to open a dialog which shows you in detail how many new mails you have received on a per account basis.
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The animated icon also has a tooltip with useful information for you. There is no need to always open the dialog.