I'm trying to do exactly the same thing (except using postfix instead of exim). I've spent all day everyday for more than a week on this now and I'm still searching for answers. It seems it's one big secret!
Thousands of tutorials available, but none that I can find using the latest versions, on my OS (CentOS6.3), using flat files for users/passwords and maildirs for storage.
The 'versions' is very important, because for instance, Dovecot 2.0.9 uses configuration options which don't work in version 1.x.x (which most of the tutorials seem to use). The actual syntax has changed. CentOS6.3 has started includeing SElinux, which blocks Dovecot out of the box! But none of the tutorials that I've seen deal with that.
I contacted the Dovecot mailing list and suggested to them that "I've found the existing documentation largely unhelpful", for which I received a barrage of sarcasm and a very patronizing suggestion that "Google is your friend", accompanied by a link to a even more patronizing animation on how to use it (complete with moving mouse pointer). Did they think I would go to all the bother of joining an archaic mailing list to talk to them, if I hadn't even bothered to search Google for the answers I need?
I don't mean to complain, but there is definitely a hole in the documentation and if I can get the answers I need, I'm planning to document how I did it on my blog to help the next poor sole.
Good luck. I wish I could help.