EG can connect to Exchange as a data provider and access the message stores. I'll be honest though: the process uses a MAPI provider and it can be a little flakey. And it won't get to your attachments.
What you might consider instead:
- write a Windows PowerShell script to pull the information that you're looking for. Examples of using PowerShell to access Exchange are easy to find on the Web.
- tie that into a command-shell process that you launch from EG. We have a custom task that you can use to launch such a process and tie it in with your EG process flow. See: