@drillersmum,
To clarify:
1) Windows no longer bundles their email reader (more on what to call it later) with Windows.
2) It is, however, still a free download.
3) It is not, however, still called Outlook Express, they went with Window Mail and then Windows Live Mail.
So if you want to use a desktop email reader and you want to use Microsoft's free one (as opposed to many others that exist, such as their Outlook program or Mozilla's free Thunderbird and many others) just download and install Windows Live Mail.
And to answer your last question, yes if you use a local email client it means you will download and store emails on your hard drive. And to answer an earlier question about what others are doing, I prefer to do both. I want my email in the cloud and available from anywhere, but I also want it all backed up under my control.
So I personally just use desktop clients as email backup programs.