Gnus will read the mail spool when you activate a mail group. The mail file is first copied to your home directory. What happens after that depends on what format you want to store your mail in.
There are five different mail back ends in the standard Gnus, and more
back ends are available separately. The mail back end most people use
(because it is the fastest and most flexible) is nnml
(see section 6.3.13.3 Mail Spool).
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