I don't have very clear your problem. I assume you use eBox as gateway, that Exchange is in your LAN and the problem is that Exchange can't connect to internet. If I'm right, you need add some rules in firewall to allow the traffic to internet. To do this, you need go to "Firewall" / "Packet Filter" in the left menu and then "Filtering rules for internal networks". Here, you can add these rules. For example, is probable that exchange use TCP 110 and TCP 25. Once this is done, save the changes and should be working.
Regards.