Outlook Express is a client application.
Exchange is the server application.
Your e-mail is received and stored on the Exchange server. Just as you can use a variety of client programs to connect to the Exchange server, you can also dial in from home and read your mail. This guide will help you determine what you need to connect from home, choose an ISP, and configure your software correctly. You will also need a modem. You would sign up for ISP service in order to be able to connect from the Internet from home.