First, you should send yourself a message to test your configuration. To send a message, either hit Ctrl+N, select the New Message icon or select the Message->New Message... menu item. The composer window will appear. Fill in the To: field with your email address and type something in the Subject field. Send the message by selecting Message->Send.

To check your email, select File->Check Mail. In the lower-right corner of the main window, a progress bar will indicate how many messages are being downloaded. If you receive the message you just sent, then congratulations! If, however, you receive any error messages while testing your setup, make sure that your network connection is working and recheck your settings at Settings->Configure KMail....