You may have an application which needs to process your inbound e-mails, for instance a mailing list or support ticketing system (like ours).
To enhance performance and for security reasons, email systems are entirely segregated from web/database servers (separate physical hardware). This means that you can't 'pipe' your e-mails into a PHP script.
However, most software of this type has the capability to download your e-mail with POP or IMAP. Just give it your mailserver information and login details and it will download your messages and process them.
If you are writing your own software, we provide the PHP IMAP extensions as standard