In other words:  you enter to Gmail webpage, click on  "Write"  or  "New"  and write a new email.  Or click on  "Reply"  and write your answer to a email received.
All of this, you are doing it inside the Google Mail webpage.  Is not a program. 
If you want use Gmail as a predeterminate email program, you have to set up an email client.  In example:  Thunderbird.  It is 5 seconds.  You enter your Gmail data  (user and password)  and Thunderbird does the rest.

I hope you can understand what I wrote because I'm a Spanish speaker, and sometimes I don't know how to express my ideas in English very well.



Regards,
Lailah