Updated October 7th, 2020.
You need to know your incoming and outgoing mail server settings when you’re setting up an email program. Apple provides a look-up website that will tell you what the settings are for your particular email address.
They don’t collect your email address, and even if they did, you could use a phony one anyway. If your real email address is “email@example.com” you could enter “firstname.lastname@example.org” or “email@example.com” and get the same server settings.
Obviously you would use your own username when configuring your email program.
Here’s what you get if you put in firstname.lastname@example.org.
Note: newer versions of Apple’s Mac Mail program pull information from the same source as this look-up webpage. Thus, when you’re setting up an email account in Mail it often can figure out the settings for you and put them in the right places in Mail’s Preferences. In those cases, it’s very close to automatic. If you’re using some other email client, go to Apple’s mail settings lookup page, get the settings, and then enter them into your chosen email app by hand.
Note 2: Apple doesn’t know everything. You might put in an email address and find Apple’s site saying “Mail settings are not known for your email address.” In that case they refer you to your email provider.
For large-ish email service providers the email settings webpage works great. It’s definitely worth a try.