XWall is a firewall that protects your Exchange server from viruses, spam mail and dangerous attachments. For incoming messages, XWall needs to get the message before your Exchange server will get it so that it can perform it checks before passing the message over to Exchange. Depending on whether you run XWall on the same machine as Exchange or on a different machine, XWall either needs to hook up to port 25 or to act as a relay host (respectively).
For outgoing messages, Exchange server passes the message to XWall, which performs its checks and then sends the message out in the Internet. From Exchange Servers viewpoint, XWall is a normal relay host.So the message flow for incoming messages would be Internet -> XWall -> Exchange server, and for outgoing messages it would be Exchange server -> XWall -> Internet