As the previous poster said: talk to your I.T. department and find out how they've got Exchange set up. For what it's worth, I admin a Windows-centric corporate network for a living and we have several Macs working happily within the system. For things to work, however, your Mac will need to be properly bound to the local domain (done with Directory Utility - your systems admin will have the necessary details to be entered).
Apple Mail supports Exchange directly - no need to use IMAP
Address Book should work, but it depends on how they have the LDAP server set up as to how easy it will be to get working.
iCal tends to be a problem - appointments sent to your mail account can be double-clicked within Apple Mail to add to iCal, but you can't directly sync with Exchange. There are some (messy) workarounds - mostly involving the use of CalDAV, but they're far from ideal.
Ultimately, if you REALLY need calendaring, Entourage (the business version, not the cheapie home edition as the latter doesn't support Exchange) is your best bet , although you can run Outlook via Wine or Crossover office as an alternative.
Again, though, it's impossible to give specific recommendations without knowing exactly how the server is configured. Talk to your I.T. dept (frankly if one of my staff tried to connect a machine to the network or our mail server without going through me, I'd kick their ass...

).