1. Open "Mail" in your Applications folder.
2. Click the 'Mail' menu item and then 'Accounts'....
3. Click 'Exchange' on the right of the resulting window....
4. Enter your name, e-mail address and password and click 'Sign In'
5. Leave a tick next to each item you want synchronising to your device....
6. Click 'Done'.
The mailbox should now appear in the 'Mail' Application.