If you are faculty or staff, then you are likely eligible for a "facstaff" account, and you should take a look here:

Frequently Asked Questions for Facstaff.SAS

 

If you are a student, then most likely you are eligible for a "PennLive" account, and you should take a look here:

SAS Student Email Services

 

And here are some other useful email related links:

Configuring Your Email Client for the Penn Online Directory