hello,

I'm in the process of starting a migration from an old postfix server to nice shiney new exim server however there are a few things i'm really not clear on and i'm hoping that some one here could point me in the correct direction.

Okay the postfix server at the moment does the follwoing ( i'll try and keep this simple ):

* accepts incoming mail for users on multiple domains and puts the mail in the users mailbox ( external -> internal )
*accepts mail from users on multiple domains to pass on to the outside world ( internal -> external )

Obviously the POP and Imap functions are handled by other daemons..

I'd like to replicate this sort of setup on the new exim box, however the guides i can find only help with configuring the exim system for incoming mails ( external -> internal ) for multiple domains and i cant seem to find a guide that would indicate how to do both ( internal -> external and external -> internal ) on one box.

I'm guessing i may have to do some sort of auth to get exim to accept and then handle the internal -> external side of things ?

Please could someone advise or point me in the right direction ?

hmm... I am a qmail guy, and I don't practice much on exim, but what you ask pretty much applies to all mail servers.
As far as internal to external goes, this function is known as relaying. you have two basic ways of handling this, one is smtp-auth, the other is to allow relaying from certain IP addresses. If you server is on a LAN and all senders are in that LAN, or if all your senders are from static IP addresses, then allowing that LAN or those static IP adddresses to relay is your easiest option. If your senders are from dynamic or an uncountably high number of addresses, you will want to set it up with smtp-auth so that users can identify themselves as allowed to send(relay) from your server. You should, of course, make sure all that mail runs over TLS encrypted connections, as well.
If you are having a hard time finding a guide for exim, I would suggest finding a guide for another MTA and more or less copying it, seeing how they do it, then backfilling the gaps with specific exim documentation. I believe that you will find that all (most?) the different MTAs just have slightly different ways of implementing the SMTP protocol, meaning they all pretty much do the same things in the same order. So if you have an understanding of what things every mail server is supposed to be doing, then it becomes a matter of figuring how to configure those same steps in exim.
I would encourage you, but I will also say that setting up a production mail server is not a trivial matter. When I did my first production qmail install about 9 years ago, I don't think it took even two hours. Then, about the only thing you configured was who to relay for, and all you added to a mail server was clamav. Now, building a spam-proof, virus-proof, secure mail server with all the bells and whistles takes me 8-10 hours if I follow my notes and don't put anything new in. it is an amazingly fun and educational thing to do, but I strongly recommend doing your homework before throwing a mail server into production, especially for businesses.