To know how do I set up my AT&T email on my Mac device, then check out the steps as mentioned in the guide:
From mail, choose mail > preferences.
Select account and choose the + sign.
Tap to add another mail account and click to continue.
Fill up the add a mail account info:
AT&T email address
Password: enter the password or secure mail key
Choose to create, and the account will automatically configure and appear in the accounts list.
Lastly, select the preferences window to begin using an email account.