Exim provides MTA functionality - that is, it delivers mail. POP and IMAP are two of several ways of reading previously-delivered mail. Exim does not provide that functionality. You need to install POP and/or IMAP daemons; there are several to choose from. The following are links to a few that you can use:
Courier-IMAP
Cyrus IMAP Server
UW IMAP Server
RH Email Server
EMU Webmail
BEJY
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