If you're wanting to email wav files around, then yes, you will need a mail server. If you simply want to forward messages from one mailbox to another, you do not need a mail server (though you still require Outlook.)
On starting Outlook, the user will get a nortel login prompt. You should be able to login to any mailbox (our receptionist is setup to login to the general delivery mailbox, for example.) There's a special type of pst file that is used to store messages. The messages themselves are just shortcuts and not wav files. In order to generate a wav file suitable for emailing, one has to move it to another folder--simply copying it to another folder will not work (at least in my version.)