How can I download only the latest unread emails?

You can set MW only show new emails, but you need to setup the email account in MWPro as a IMAP account.

You can change this within MWpro under Settings>>Accounts, click your email account, click the Incoming tab, and beside "Server Type:" select IMAP in place of POP.

Click save to save changes.

Then, in MWPro click, Settings>>Accounts, click your email account, and click the Incoming tab>>Advanced, and ensure that, "Download read emails" is not ticked there.

This way, it wont show all your old emails that are on the mail server.