Hi @PerserPolis-1732 ,
have you read the Deployment Guide of the Exchange Connector?
The Exchange Connector doesn't have any direct effect on your Exchange Server. The Exchange Connector is basically acting like a mail client, e.g. Outlook, connecting to Exchange Server and "taking a look in the mailbox" of the user configured in the Exchange Connector settings. If there is a new email it will be processed by the Exchange Connector. To create a new incident the user should just send an email to the user configured in the Exchange Connector.
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Regards
Andreas Baumgarten