Any emails that I send/receive using Apple Mail on my Mac mini are not accessible via iCloud webmail. However, any mails I send/receive using the webmail do show up in Apple Mail.
For example, I need to look up information contained in an email I received in Apple Mail last year, but to do that I need to be using the OSX Mail app, as the required message simply doesn't exist as far as iCloud webmail is concerned.
I'm still running 10.6.8 on my mini - will that be the issue? Or have I just not switched on a needed setting in Mail?