@Linsum ,
Sure, the integration between Exchange server 2019 and Skype for Business server 2019 is supported.
For any mailboxes that you want to move to Exchange 2019, you need to use Cloud Voicemail to replace the functionality that was provided by the UM service. When you set up Skype for Business Server 2019 and a hybrid deployment between it and Microsoft 365 or Office 365, Cloud Voicemail replaces these Exchange UM voicemail services.
For more details about the process, please refer to this article.
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