I don't think you can. please check this page
E‑mail server types
Windows Mail supports three types of e‑mail servers. You donít need to understand the details about these server types; you just need to find out which one your e‑mail service uses both for incoming and outgoing e‑mail:
Post Office Protocol 3 (POP3) servers. Most e‑mail services and ISPs use this type of server, especially for personal e‑mail accounts. They hold incoming e‑mail messages until you check your e‑mail, at which point they're transferred to your computer. Messages are typically deleted from the server when you check your e‑mail.
Internet Message Access Protocol (IMAP) servers. These servers let you work with e‑mail messages without downloading them to your computer first. You can preview, delete, and organize messages directly on the e‑mail server. Copies are stored on the server until you delete them. IMAP is commonly used for business e‑mail accounts.
Simple Mail Transfer Protocol (SMTP) servers. This outgoing mail server handles the sending of your e‑mail messages to the Internet. An SMTP server handles only the outgoing e‑mail, and is used in conjunction with a POP3 or IMAP incoming e‑mail server.
Now, I read you can have your Exchange server configured to support POP3 or IMAP
, but I don't know if that is correct.
Edit: apparently it does