Does Exim support POP and/or IMAP, or do I have to install something else to do that?

Exim provides MTA functionality - that is, it delivers mail. POP and IMAP are two of several ways of reading previously-delivered mail. Exim does not provide that functionality. You need to install POP and/or IMAP daemons; there are several to choose from, start looking here: http://freshmeat.net/search?q=imap+server&submit=Search

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