Hi @Shen Guo ,
Welcome to our forum.
Error"Attempted to perform an unauthorized operation", the error indicates that this is a permissions issue. it is recommended to check whether the account is added to the local admin group. If not, add the account to the admin group and rerun Setup.
Check permissions of Exchange folders: Make sure that Full Control permissions are added. Here is a similar thread for your reference: exchange-server-cu13-failed-at-mailbox-role
Also make sure that the account has Full Control permissions on the Exchange installation drive.
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