The answers to your questions are yes, yes, and yes. Of course this is not the right forum for this ;-)
But SMS for Exchange is installed onto the mail server, frontend or edge/transport servers.
It scans all incoming, outgoing messages in realtime, does scheduled scans of the information store, and can enforce various compliance rules as well. Some of the additional features are anti-spam as an option too.
Great product that I've used for more than 5 years.