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The sender uses a "Mail User Agent" (MUA) to compose a message. The MUA then connects to a "Mail Transport Agent" (MTA) via the "Simple Mail Transport Protocol" (SMTP) in order to relay the message to its recipient.
The MTA queries the DNS for the MX records corresponding to the domain part of the recipients email address.
The MTA originates an outbound connection via SMTP to the target MTA listed in the MX record. If the target MTA accepts the message, the originating MTA is done and the target now has responsibility for the message. If not, then the originating MTA requeues the message for re-transmission.
The target MTA hands of the message to a "Mail Delivery Agent" (MDA).
The MDA writes the message to the mail spool in either mbox or maildir format. mbox is the default in RHEL. The MDA could use a database in advanced installations.
On the receiving end, the recipient uses a MUA to query a "Mail Retrieval Agent" (MRA) for new mail. The two prevailing protocols for checking mail are POP and IMAP. Dovecot and CYRUS are MRA packages.
The MRA accesses the user's mail spool and returns the messages.
The configuration files depend on all of the other choices you have to make.
Will you use Sendmail or Postfix? (Postfix!!!)
Are you going to use mbox or maildir?
What delivery agent will you use? Procmail or maildrop.
Even these choices aren't the only options you have for each one.
The whole email thing is a conglomeration of server applications that you need to decide on before asking us about configuration files.
My suggestions would be Postfix (because it is so much easier to configure than sendmail), procmail (because it is there), maildir instead of mbox, and you've already chosen Dovecot. I'm using all of these myself, but I think you need to do some more research before committing to these applications yourself. My choices aren't necessarily the right ones for you.
You only need certificates if you're using secure connections. A word of advice - use them! So IMHO, you should follow all steps. On my server I have disabled imap and pop, only allowing imaps and pops.
You don't have to use Dovecot, but in your situation it is easier to use than the alternative (Cyrus). Thunderbird needs a Mail Retrieval Agent on your server to talk to, and Dovecot is a MRA. So, yes you need Dovecot if you want to use Thunderbird.
No, Dovecot runs on your Linux box listening to your email client ports - imap, pop, imaps and pops. Thunderbird talks to one of those ports - depending how you configure Thunderbird. For example my Thunderbird on my Vista laptop talks to Dovecot on port 993 (IMAPS) on my CentOS server.
Tbird can run on Windows and Linux. In the RHCE scenario Dovecot is always running on the RHEL server. You won't be using Windows in your RHCE course, so forget that.
Go back to my first post, and substitute Dovecot for MRA and Thunderbird for MUA. Now read point 6 again. Dovecot services POP and IMAP requests from Thunderbird and other MUA programs like Outlook. Postfix has already received the emails and passed them to the user's Maildir or mbox using procmail. Dovecot sits there waiting for the user's email client (MUA e.g. Thunderbird) to connect to it and ask for (new) messages.
Nothing replaces Dovecot on a Windows box because it is a server application, not a client app. The TBird client on the Windows PC needs to access email on the server - it talks to Dovecot on the server for this.
If your Windows PC is talking to a Windows Email server, then it is probably talking to Exchange instead of Dovecot. There is no need for a MRA application (e.g. Exchange, Dovecot or Cyrus) on the client device, because the MRA is a server-side process.