Your short sentence question could get a very long winded answer.
1. In order to have Windows Live Mail (WLM) installed, you need to install Windows Essentials which , among other programs, includes WLM.
http://windows.microsoft.com/en-ca/windows-live/essentials
Did you have that done ?
2. Once you have Windows Essentials installed, you can then open WLM and configure your e-mail account(s) into it.
Do you have an e-mail account ?
E-mail account can be a web-based account such as Outlook.com (aka Hotmail.com ) or a POP account which will be provided by your ISP ( Internet Service Provider ).
I'll stop here until you reply back with answers to the questions I asked you.