When backing up multiple Exchange instances or storage groups, how one should proceed in doing so depends on which types of Exchange backup sets will be used.
If an Exchange Information Store backup set will be used to back up the entire information store, the Backup Agent will need to be installed on the computer hosting the information store(s). As there can only be one information store per backup set, multiple backup sets will be needed for multiple information stores. Also, Database Availability Groups (DAGs) cannot be backed up.
If an Exchange Mailbox Level backup set is to be used to back up individual mailboxes, the backup software does not need to be installed directly on the mail server (for versions 5.6 and later). The Backup Agent only needs the Exchange Web Services (EWS) address and credentials to back up the mailboxes. One caveat to this is for Exchange 2007; the Backup Agent has to be in the same domain as the mail server.