POP3 (Point of Presence) mail basically works on the premise that you have a "Point of Presence" somewhere out on the net. That could be your ISP, or an online service, such as AOL or Freeserve, for example.
To collect mail from a POP3 account, you will need to do just two things:
1. Set up a POP3 account, with your ISP, etc.
2. Configure your e-mail client software to collect the mail from that account.
One really easy way for you to test this, without spending any money, is to go to Freeserve.com and set up a free account there. Their website is quite easy to deal with; it's designed with beginners in mind, so you might even find it a bit patronising.
Once you've done that, configure your client to collect mail from it. I'm not sure about other software, but in Outlook, set up a profile which will collect 'Internet Mail' from the POP server 'pop.freeserve.net' and send mail to 'smtp.freeserve.net' and supply the account username and password that you used when you created the account. When you send/receive mail in Outlook, it should connect (unless you're already connected) and drop off mail and pick it up from the account.
This technique works with dial-up modems, as well as ISDN or ADSL connections.