IMAP stands for Internet Message Access Protocol and is a method of accessing email messages on a server without having to download them to your local hard drive.
The advantage of using an IMAP mail server is that users can check their mail from multiple computers and always see the same messages. This is because the messages stay on the server until the user chooses to download them to his or her local drive.
Most email clients will allow you to specify which protocol you wish to set up an email account with.
For more information on the IMAP protocol check out this helpful knowledge video