Your troubles at finding an answer are due to not looking at the right scope.
The option as to which email to download is a feature of a POP client, not the POP server. A POP server is to simply provide all email for a given user; the client can then decide to download all messages or ones selectively.
POP was developed when disk space and bandwidth were at a premium; once mail is downloaded from the server to the client, it is typically deleted (unless the client is configured otherwise).
What about using IMAP instead? You get the flexibility of that mail being available on multiple machines, and you conserve bandwidth by only downloading the headers of all messages and then only downloading message bodies of those messages actually being viewed. Then, when a message is deleted at the client, it can be marked as deleted at the server.