No. You must configure your email program to check for new mail at
predetermined intervals. Most email programs also flash their title bar or
play a sound when new mail has arrived.
You will find your mail options for Internet Explorer under the Tools=>Email
and News menu option.
IE's email system is Outlook Express and needs to be active in order to
receive email. It will place an envelop icon near the date and time of the
System tray when new mail arrives.