I’m using Outlook at home but sometimes when I’m on the road I use web mail from my provider to send an email. How do I get those in Outlook?
Sounds like you are using a POP3 account. This mail protocol can only retrieve items from the Inbox folder.
IMAP and Exchange accounts allow for retrieval of items for multiple folders and also allow the uploading of items to your online account folders (POP3 only allows downloading).
As a workaround I sometimes move my Sent Items from the web based account to the Inbox folder so that Outlook can retrieve it. You can then easily manually move it to your Sent Items folder or use a rule to do it automatically.