Delete cached (offline) email on hard drive in Mail program (El Capitan)
You can find Mail's cached mails in

~/Library/Mail


To see how much space this folder is using, either use Finder's Get Info or

du -hs ~/Library/Mail


To remove the folder and all its contents, either use Finder or

rm -rf ~/Library/Mail




AFAIK, I don't think you can stop Mail from caching received emails from your servers. There used to be an option in Mail preferences that would stop it from caching everything, but I think this was taken out in Mavericks. 

With Mail's behavior as such, it is logical to assume that once these mails are deleted, Mail will re-sync with the necessary servers to cache these mails again.

You might be able to change some things in Mail's preferences, I'll check and edit appropriately.

There's a pretty good guide on Mail and its storage usage over at HowToGeek right here.