Hello Atif,
as far as i know, DLP functionnalities is only available in exchange online preview....which is really different from DLP prevent as it is a hosted service by microsoft (more or less included in office365).
so if your client host is company email system, you cant go to exchange DLP, if it is already hosted by microsoft......you can (just) check if your client is ok to host a strategic and security system on a third party infrastructure.
regards