A Windows server can be backed up for a disaster by protecting the System volume,system state and the shadow copy components (when available).In your case you also have the MS Exchange running so you will need to protect the Microsoft Exchange Information Store which will be available/visible for selection only if you have a license for the Exchange Agent.
In the Job properties for the Exchange Job or the Full job you can go to Microsoft Exchange and select the option to ENABLE RESTORE OF INDIVIDUAL ITEMS FROM AN INFORMATION STORE BACKUP.
This option can also be selected in TOOLS>OPTIONS>EXCHANGE as a default.
To backup Exchange data you can select the Multiple storage groups,Individual Storage groups,individual databases.The backup of individual databases is not supported if you are using the snapshot technology
If you select a volume that contains Exchange data for backup, the Exchange Agent uses
Active File Exclusion to automatically exclude Exchange data that should not be included
in a volume-level backup. For example, .EDB and .STM files, as well as transaction log
files, should not be part of a volume-level backup because they are opened for exclusive
use by Exchange.
Without this exclusion, during a non-snapshot backup, these files appear as in use -
skipped. During a snapshot backup, these files may be backed up in an inconsistent state,
which could create restore issues.
While it is not recommended, if you want to include Exchange data in a volume-level
backup, you must first dismount the storage groups that you want backed up, and then
run the backup job.