In the control panel, under 'Email > Addresses', you have the option of setting up an Email Address and forwarding it elsewhere, or forward it to a POP3 mailbox.
By forwarding, we mean to redirect the mail that comes to your mail address, say firstname.lastname@example.org, to another address, say email@example.com.
By a POP3 mailbox, we mean storing the mail on our server so you can pick it up at a later time. Most people go for this option.
To set up Email forwarding, choose an address (ie: bob), or if you want (firstname.lastname@example.org) then enter '@' as the address the Alias. Then click the Forwards to 'Email Address', and type in the email address you want the mail to go to (ie: email@example.com).
To set up an email address to go to a POP3 mailbox, choose an address (ie: bob), or if you want (firstname.lastname@example.org) then enter '@' as the address the Alias. Then click the Forwards to 'Email Logins', and select the POP3 login name from the drop down menu.
You can find information on setting up a POP3 mailbox within the "How do I setup a POP3 account to forward my email to?" section of the knowledge base.