Hello,
"Thumbs Up!!!" to Sandra.
More to Add in here.
By Default, Exchange Folders are not scanned by Symantec Endpoint Protection. These Exchange Folders are Centrally Excluded from Scanning and that's inbuilt.
Read Below Article:
http://www.symantec.com/docs/TECH102400
For Scanning of Exchange Folders, Symantec has a Different Product - Symantec Mail Security for Microsoft Exchange. http://www.symantec.com/business/mail-security-for-microsoft-exchange
If you use Microsoft Outlook over MAPI or Microsoft Exchange client and you have Auto-Protect enabled for email, attachments are immediately downloaded to the computer that is running the email client. The attachments are scanned when the user opens the message.
File System Auto-Protect is a type of ongoing or background scan. Whenever you access, copy, save, move, open, or close a file, Symantec Endpoint Protection's File System Auto-Protect scans the file to ensure that a the file is not infected. It is important that you keep this enabled at all times, particularly if you are using Eudora.
Internet E-Mail Auto-Protect is a type of ongoing or background scan. This scan will check incomming as well as outgoing email. If you use an email client other than Outlook and/or Outlook Express, you need to have this enabled.
A Symantec Article worth reading:
http://www.symantec.com/docs/TECH103140
Again, Make sure you are carrying the Latest Symantec Endpoint Protection version 11.0.6300 for better Security.
Read Article:
http://www.symantec.com/docs/TECH131660
&
http://www.symantec.com/docs/TECH103087
Hope that Answers!!! :)