The mails Will be received when mail box is turned as on in all of them , Set up iCloud Mail on all your devices - Apple Support
Also the mail accounts should be added in each device Add an email account to your iPhone, iPad, or iPod touch - Apple Support
When mails are received at iCloud server , they will be received in all of your devices , essentially the device should have same Apple ID and password on the same and on the same network , the Apple ID will be example1@icloud.com
In case if mails are received from gmail / yahoo server they will not sync directly from server and scattered in individual devices , however they will be received in only primary device .
You delete gmail message from device " A " it will be deleted from it , but will not be deleted from device " B " as it works like this only for web mail accounts .