This section contains the solution to common problems. Don't hesitate to mail <kmail@kde.org> if you think something is missing here.
See the section Using other Mailbox files With KMail.
Open up the Settings window from the file menu. Click on the Network tab. Select your account from the account list and click the Modify button. This dialog contains the Delete mail from server setting which you must not select.
The text footer is called a signature file. What you need to do is open up a text editor (like kedit) and type in what you want to appear in the footer. Save the file under a name like signature or footer. Go into KMail and select File | Settings... Look in the Identity tab for the Signature file field. Click on the ellipses button and select the file you just created. Now KMail will automatically insert that file in any message you write.
KMail will ask you the location of your signature file if you have checked the option Use a signature from file in the Composer tab of the Settings dialog, but have not specified a signature file in the Identity tab. You should either specify a signature file or deselect Use a signature from file.
The word wrap setting is probably turned off. Word wrap can be toggled on and off in the Composer tab of the Settings dialog box.
The number of unread messages is conveniently displayed in the Folders Pane after the folder name.
First you should check if your Linux/BSD/whatever distribution can do this for you. Perhaps it has already been set up during installation.
If that's not the case, you may want to have a look at the Mail Queue HOWTO or at UCT Linux User's group page on configuring sendmail for Dial-up connections.