Yes, you need to install Agent for Windows on the Exchange Server.
There's no Exchange Agent install package. When you add an Exchange Agent license (or enable a 60 days trial for Agent for Exchange), it enables the Agent for Windows installed on your exchange server to function as an exchange agent.
Before you begin with youe Exchange backups, there's a bunch of requirements/permissions which you must fulfill:
1. Account used for backup must be a member of Domain Admin, Administrator, Domain Users. It should also be added in the local administrators group on the remote Exchange server.
2. Account should be added in EXchange system manager as "Full Administrator"
3. Account should have a mailbox on Exchange server
4. The mailbox should be activated.
5. Account must have a unique name in your AD users list. (examples: BackupExec, BEUser, etc)
6. The mailbox should not be hidden from Global Address List.
Once all the above is in place, you can attempt to run an Exchange Backup job by selecting the Microsoft Information Store in backup selections (make sure you do not turn on the Advanced Open File Options for this job)
By backing up the Informaiton Store, you will be able to perform granular restores of individual mailboxes / mail messages / calendar items using the Granular Recovery Technology.
