Unixmen posted a guide about installing EXIM4 in Ubuntu

Exim is a mail transfer agent (MTA) used on Unix-like operating systems. Exim is free software distributed under the terms of the GNU General Public Licence, and it aims to be a general and flexible mailer with extensive facilities for checking incoming e-mail.
Exim has been ported to most Unix-like systems, as well as to Microsoft Windows using the Cygwin emulation layer. Exim 4 is currently the default MTA on Debian GNU/Linux systems.

  Howto install EXIM4 mail server in ubuntu and LinuxMint