I'm still going to document mine, as I did it all via the Exchange Command Shell, not the GUI.
From a high level, Exchange mailbox servers have databases that house the messages, it can have multiple DBs that create a DAG (Database Availability Group).
One form of journaling is at the DB level, every message that is written to the DB is also sent to an email user as the journal.
High Level Steps:
Create a remote domain (PostOffice1.Exch.HCP1.di.lab) so the journaled messages can be sent to the HCP
Create a Mail Contact (Journal1) in Active Directory to use External Mail Address of firstname.lastname@example.org
Then you setup a SEND Connector to tell Exhange when it encounters this domain PostOffice1.Exch.hcp1.di.lab to send it to this host PostOffice1.Exch.hcp1.di.lab
Last is assign Journal1@postoffice1.exch.hcp1.di.lab to the Exchange database as the journal user.
Now EVERY message that is written to that Exhange database is also sent to journal1 -> email@example.com on the HCP (which is setup to act like an SMTP Mail server to accept messages)