Unfortunately, there is no data connector to Exchange in HCI, so it would have to be built. In fact, I am currently engaged with a customer where this is a requirement. We still have to talk about all their specific requirements, but we are going to have to build such a data connector.
For implementing a data connector, Exchange has an API for accessing mailboxes. The interface is called MAPI over HTTP in Exchange Server
Overall, Microsoft is transitioning to what is called the Graph API as it is transitioning to Cloud Services:
Microsoft Graph
However, I would not wait for me to finish this effort unless you have some time to wait. As per the customer there is a requirement to both archive and guarantee that nothing is missed. So using either of these APIs is likely to not fit requirement. Consider the situation where an e-mail/contact/calendar entry is received in a mailbox then is deleted between HCI scans. You will never see it.
Sure in Exchange you can utilize Journalling to ensure no e-mail is missed, but the problem still exists for contact and calendar entries.
If anyone has contradictory information, please share it as I am just started this investigation/effort.