The first point is that there are 2 parts to setting up inbound email to HPSD:
1. Getting the emails into SD - this requires configuring your email server (eg exchange server) to send emails addresed to the SD inbound email address(es) to the SD application server on the port you specify in the SMTP tab of the "edit server settings" utility.
2. What you do with the emails once they arrive: the Admin guide and the online help give quite a good introduction to this topic so I would suggest you start there and then ask again if you have further queries.