If I use POP3 and let email client autoconfig everything are copies of my messages left untouched on server? Where is the setting to change that?
This behavior is determined by your settings within Gmail, not the POP client. See Gmail's documentation about deleting messages in Gmail after POP downloads.
The default setting is to leave copies of messages on the server.
If you do an auto config for gmail. Your mail client will have configured it as an IMAP account. This means the messages stay on the server.
If you do a POP3 config, your mail client will take the messages from your server and puts them on your computer. Normally they stay a certain amount of time on the server (for example 7 days) before moving completely to your computer.
Both have their advantages.