You're thinking of the ETRN (turn) command which dequeues mail.
With a permanent connection all you need do is make sure your Exchange SMTP connector is accessible via the internet by configuring port forwarding and opening a hole in the firewall for port 25, then setting your DNS MX record to point to your mail server - your mail is then delivered straight to your exchange server.
If you're using an ISP's POP3 service then clearly this isn't possible and you need to configure the exchange POP3 connector to go and fetch the mail.
Comms is hard