If you are using Outlook it’s reasonably straightforward to access additional mailboxes on your Exchange mailserver. Using other clients it’s a bit more obscure. The Glasgow Exchange server can be accessed via IMAP (although it’s best to use the native exchange protocols when you can). To access a mailbox called mail_box use these settings (using Thunderbird as an example):
Note that when using an Apple or Android phone, you can access your primary mailbox using the Exchange protocol (and it’s recommended to do so). However, this is a reduced functionality mobile version which does not give access to additional mailboxes. For these, you have to use an IMAP connection (i.e. set up an additional mail account and use the settings above).