should i set up email adress with host or registrar?

I own a website with godaddy.com and have an email address set up with them that came for free when i bought the domain name. they charge for any additional email addresses and they also charge to forward emails as well. I have my my web hosting separately from them with another company. My question is, will i be able to set up emails with my web hosting without going through go daddy or am i forced to buy them with godaddy.com? any help would be very much appreciated thank you!