There are two things that need to be configured. The system filter and the specific transport. If you only want to forward emails and not save them to the filesystem, the transport section is not needed.
Edit your exim configuration and add these lines at the top:
# /etc/exim.conf top
system_filter = /etc/system_filter.exim
system_filter_directory_transport = local_copy_outgoing
Add these lines lower in the configuration, in your transports section:
# /etc/exim.conf transpors section
local_copy_outgoing:
driver = appendfile
delivery_date_add
envelope_to_add
return_path_add
group = mail
user = mail
mode = 0660
maildir_format = true
create_directory = true
Change the mail user to the specific user account on your system exim runs at. It could be named exim. You can check that with the getent passwd command.
To configure the actual saving and filtering create or edit the /etc/system_filter.exim file. The below snippets should be placed in that file, according to what you're trying to acomplish.
To save all outgoing mail from a specific domain to a maildir folder in /var/mail/:
if $sender_address_domain is example.tld
then
unseen save /var/mail/example.tld/mailarchive/.${tr{$sender_address}{.}{_}}.outgoing/
endif
Forward all outgoing from specific domain to specific email address:
if $sender_address_domain is example.tld
then
unseen deliver othermailbox@otherdomain.com
endif
Forward ALL outgoing mail to email address:
unseen deliver othermailbox@otherdomain.com
Save ALL outgoing email to maildir folder:
unseen save /var/mail/${tr{$sender_address_domain}{.}{_}}/mailarchive/${tr{$sender_address}{.}{_}}.outgoing/
The files are saved in a maildir structure:
ls -la /var/mail/example.tld/mailarchive/example\@example.tld.outgoing/new/
total 16
-rw-rw---- 1 mail mail 1632 Dec 15 20:31 1450207897.H829447P10443.example.tld
drwx------ 5 mail mail 4096 Dec 15 20:31 ..
-rw-rw---- 1 mail mail 1747 Dec 15 20:33 1450207983.H51962P10484.example.tld
drwx------ 2 mail mail 4096 Dec 15 20:33 .
Ref: Exim Documentation