Exchange 2019 supports coexistence with Exchange 2016 CU11 or later. If not, update your Exchange 2016 first.
And please note that Exchange 2019 mailbox server role supports one of the following versions of Windows:
- Windows Server 20221 Standard or Datacenter
- Windows Server 2019 Standard or Datacenter
Then you can refer to the following streamlined steps:
1. To prepare the server for Exchange 2019 installation, see the article: Exchange Server prerequisites
2. Install Exchange 2019 Server to coexist with Exchange 2016.
3. Configure the Exchange 2019 server URL as you would with Exchange 2016 .
4. Import the certificate to the Exchange 2019 server.
5. Create a DAG for Exchange 2019.
6. Start moving mailboxes to Exchange 2019
7. Move incoming mail flow for delivery to Exchange 2019.
Regarding installing Exchange 2019 Server to coexist with Exchange 2016, I have the following article for your reference:
(Note:Microsoft provides third-party contact information to help you find additional information about this topic. This contact information may change without notice. Microsoft does not guarantee the accuracy of third-party contact information.)
Additionally , here is a similar thread for your reference: Migrate from exchnage 2016 to 2019 on-prime - Microsoft Q&A
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