Hello,
From an SMTP side NEtwork PRevent for Email is pretty easy to configure. You need to setup a route or hop to the DLP server. The "tricky" part is when you want to maintain TLS between the entire chain so you need to have the TLS certificate on all sides. Take a look at the MTA Integration Guide that is a part of the documentatin folder you can download from FileConnect.
So the flow would be from Exchange -> NPE -> Next MTA -> Internet
The question comes do you want ot route around DLP if the server crashes or stop mail flow? If the 1st you will want to setup a secondary route with a higher cost.
I hope this helps, but take a look at the MTA Integration Guide. Focus on Forwarding for the type of flow and not Reflective as this one is more difficult to setup