Sorry, I misread your question. I think you will find that you can get OE to point to any e-mail address using <Tools><Accounts><Mail><Add>, but you will need to ask them about the names of their servers. Note that this will only work if you don't have an ISP e-mail account; if you do have one, then do as I suggested in my previous e-mail. Alternatively, why not ask you current free service how to do it?
Some webmail services are just that (i.e. can't also be downloaded to a mail client like Outlook / Outlook Express).
But many support POP3 mail servers and you should be able to connect to these and download.
Some will require you to connect (e.g. dial in on their service) to keep the account active (e.g. Orange [formerly Wanadoo / Freeserve]. Others, like Tiscali, will let you set up the account and use it without making any other demands.
Often, the way to get a suitable account is to go through the process of signing up for a pay-as-you-go dial-up connection (but omit the final step of applying the settings to your computer). Then set up the account manually in OE. That way you get a POP3 style service, but these days most (all?) providers also support webmail type access. Note that if you do this, you may need to set the outbound (SMTP) server to be that of the ISP you are using to connect to the Internet.
So try setting up an account and send some test emails to it and see if you can access via webmail and also download. If it doesn't work, try another provider.