Question about Outlook Express

I have set up Outlook for the Mac and have used an exchange server (since this is a corporate email).   I don't see any help files on how to manage email on the server?   In the prior Windows Office it's easy to tick a box leaving the mail on the server and one can manually manage removing mail down from the server and onto the local computer.   I use a Blackberry and need to keep mail on the server, but once the amount gets too big one needs to remove the mail onto the local client.   I would be grateful for advise on how to best manage server mail and of bringing mail off the server.