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IMAP and POP3 are two different ways to connect to your email address.
IMAP is the one we recommend selecting for adding email addresses to email programs (eg Outlook / Thunderbird / Apple Mail). If it is desirable for mail to be synchronized across multiple devices (mobile, tablet, PC, mac, webmail), then IMAP is recommended.

IMAP
When setting up the email account as IMAP, the device that connects to the email server will download a copy of the email. The message will still be on the server so that it is accessible through other devices such as webmail.
If an email message is read on your machine, it will also appear as read on the server and other devices. The same goes for forwarding / replying / deleting.

POP3
The device set up with the email address as POP3 will connect to the email server and download the message itself. It will then disappear from the email server and will not be available on other devices.
If the device is lost or damaged, the downloaded emails will be lost if you do not back up your device regularly.

ATTENTION
If you want to change from POP to IMAP, one should not remove account from the email program. Then the emails will be deleted. One should take a full backup first, see example for Outlook here.
Then you should create a new profile or email account as IMAP and import the backup.