[Exim] What exactly happens with ACL "warn" messages?

From the Exim 4 spec:

    *

      warn: If all the conditions are met, some warning action is taken.
      In all cases, control passes to the next ACL statement. In the
      case of testing an incoming message, the warning action consists
      of adding header lines to the message. For example:

  warn message = X-blacklisted-at: $dnslist_domain
       dnslists = blackholes.mail-abuse.org : \
                  dialup.mail-abuse.org

      There is more detail about warnings below.

Well, I can't seem to find the detailed information. So what does happen
to the warning text?

- Toralf