Basically, when you migrate the emails from Domino Mailfiles to Exchange Mailboxes, EV expect you to migrate the Shortcut items as well. EV attributes to those Shortcut items needs to be carried while migrating the data to exchange, you can use Quest or BinaryTree for that.
You will need to prepare these new Exchange servers with required EV permissions refer "Setting up Exchange Server for archiving" guide, (located on EV Server, under EV installation directory. For eg c:\program files\enterprise vault\documentation\en). You will need to add Exchange Servers into EV targets.
Later you can use EVDominoExchangeMigration tool which will update those Shortcuts to point to new URL.Once this is complete, user can access archived items from thier mailboxes.
If you dont want to archive from Exchange and your Domino Environment would going to be present then you can simply grant Windows User accounts permissions on Domino Archives and sync the users. Using this Users can access archived items from Browser Search. i.e. http://evservername/enterprisevault/search.asp
I hope this helps!
