There is no need to deploy any packages on your Exchange Servers, however there are requirements as far as what the service account can access as well as throttling. 

Take some time and review;

https://documentation.commvault.com/11.26/essential/93393_exchange_mailbox_user_mailbox_on_premises_environment.html

@Ayman Seyam 
This has a good overview of the workflow and requirements

https://documentation.commvault.com/11.24/essential/102598_exchange_mailbox_agent_architecture_user_mailbox_and_journal_mailbox.html

The Exchange package gets installed on the proxies or access nodes. There are the clients that are accessing the Exchange data via EWS. Also referenced here in step #6

https://documentation.commvault.com/11.24/essential/93211_getting_started_with_exchange_mailbox.html