[exim] handling users and learning

Hello to everyone,

I have exim installed on windows to learn it before I have to run it
under linux (don't yet have an access to a linux box to learn there).
And hence my request for suggestions.

What is the advisable way of keeping mail users? I see from the list
that some people use user accounts in OS and some - if I understand
correctly - store user names in mysql. This is first thing that I would
like to learn. Can anyone point me to a document or a working
configuration to use. If this be document, could this be something that
a not very technical person can understand? Shame on me but because I do
not have an access to linux, I don't even know how to add a user...

All I can do right now in exim is send it as a relay server. Thanks in
advance to all of you who can suggest where to start.

Warm regards,

Zbigniew Szalbot