Let's say you own domain.com and sign up with Zoho to be your mail provider. Now all email @domain.com will use Zoho's mail servers. I'm assuming they provide IMAP or POP access, in addition to providing a webmail interface. If an email arrives in your email client, it should also be visible via webmail, and vise versa. In other words, Zoho and webmail should be the same thing here, but you make it sound like it isn't, so I'm not sure I follow.
Also, can you clarify whether "webmail id" is interchangeable with "email address"? And when you say "client," are you saying customer or are you talking about software? Are you receiving no email at all or are you just not receiving some email? Are you seeing inconsistent receipts in your webmail interface compares to your software email client?
~Sovereign