[Exim] How exim to deliver mails to the mail boxes ?

Hello Everyone!

i want exim to deliver mails to the mail boxes of the respective users
.While reading the exim specifications i came across the "The appendfile
transport" which says

**************The `appendfile' transport delivers a message by appending it
to a file in the local file system, or by creating an entirely new file in a
specified directory. Single files to which messages are appended can be in
the traditional Unix mailbox format, or optionally in the MBX format
supported by the Pine MUA and University of Washington IMAP daemon, inter
alia. When each message is being delivered as a separate file, `maildir'
format can optionally be used to give added protection against failures that
happen part-way through the delivery. A third form of separate-file delivery
known as `mailstore' is also supported. For all file formats, Exim attempts
to create as many levels of directory as necessary, provided that
`create_directory' is set.
The code for the optional formats is not included in the Exim binary by
default. It is necessary to set SUPPORT_MBX, SUPPORT_MAILDIR and/or
SUPPORT_MAILSTORE in `Local/Makefile' to have the appropriate code included.
*****************************

I am setting up linux box with exim which of the above three SUPPORT_MBX,
SUPPORT_MAILDIR and/or SUPPORT_MAILSTORE should i include .

My Q is Does exim take care of creating mailboxes for users so that when
ever the pop in they recieve their mails

Suppose i do not set the any of the above ones (by default i hve not set any
one of them )I am having problem in setting the pop server for linux Are the
two some how related .

Regards and thanks ...
Neeraj...