You should research a bit more. HornetQ is a MOM, Message Oriented Middleware:
http://en.wikipedia.org/wiki/Message-oriented_middleware
it will use proprietary and public MOM protocols such as HornetQ core protocol, AMQP and Stomp.
Microsof Exchange is an e-mail server basically... you can't consume messages from an email server using a MOM solution which is meant to intercommunication between applications.