[exim] Conceptual block

I want to forward all mail to a smart host except
that which is addressed to users which exist in the
local host's alias file (i.e root and suchlike),
and I only want to receive mail from the localhost.

I'm having my usual conceptual block.
Does mail from a host to itself require an exim daemon
to be running, or does it depend on the mail clients
in use on that host? Do mail clients always do their
SMTP output via a 'sendmail' or equivalent, and if
that equivalent is exim, does exim send mail to its
own host by the back door, or does it expect an SMTP
daemon to be running on port 25?

Can anyone point me to a suitable example config file please.

Thanks,
Terry