The PAM support should take care of mysql; I don't know if Exim supports
maildirs out of the box (I thought it does, but don't know for sure).
However, if PAM is insufficient, you can always do this:
$ apt-get source exim-tls
$ cd exim-tls-3.33
$ vi debian/rules
[... add --with-mysql to the ./configure line ...]
$ su
# debian/rules binary
# dpkg -i ../exim-tls*.deb