E-mail

Since I got windows 8 it seems I have no control over what happens to my mail. If I shut my computer or even sleep it when I go back into my e-mail all my mail is gone; It even is gone, on occasion, just out of the blue. I have two questions. The first is how do I keep the e-mails active and only delete the ones I want deleted and not have the system decide which ones and when -  and two} how do I create folders that I can move e-mails into. (I do not want them in documents but rather within the realm of e-mail}