Setting up your own email server is a very advanced subject. Do you have your own web server installed? If so then the process should be similar except that you will probably have to purchase a mail server while web servers are available free.
Your question is asking how to set up a complex piece of hosting on your own account rather than using an email provider such as Bravenet.
From your replies you seem to just want a free email account. That is a crowded market and one which Bravenet don't see a need to enter. You can get free email from Hotmail, Yahoo, UK2 or a variety of others.
If you want a domain name then you have to pay for it. You can't get around that because a licence fee has to be paid to your country's registration authority.
If you want to link a domain that you have paid for to a free email account then there are providers who are in that market sector. Spend some time with Google.
There is no way someone can give you a step by step procedure for creating your own email server, on this forum. You are also not going to do it for free. Try going to google.com, doing a search on the string "mail server setup", and start reading. There is no substitute for doing your own research.