These packages can be installed on top of the debian exim package

All you need to do after the install is
cd /usr/sbin/
mv exim exim3
ln -s ../lib/exim4/exim

(this is quick and dirty, it doesn't use /etc/alternatives)

Other exim binaries should be run as /usr/lib/exim4/binary

This exim expects its config file in /etc/mail/exim4.conf