In essence,
pine doesn't send or download email -- it expects email to already be there, delivered to it by the machine's own mail transport agent (MTA, i.e. email server), and expects to send the same way.
pine dates from way back in the era when people logged into remote computers in terminals to do email. It's not an email client in the modern sense of the term.
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Since you're using Mac OS X, you should be using
fink to install these things.