Add notice of broken inbound filtering

Add "forwarding host" step

docs/u_e-exchange-onprem.md

@@ -17,7 +17,12 @@ Your mailcow needs to relay all mails to your personalized Exchange Host. It is
 
 1. Add the domain to your mailcow
 2. [Add your personalized Exchange Host address as relayhost](/firststeps-relayhost)
-3. Go to the domain settings and select the newly added host on the `Sender-dependent transports` dropdown. Enable relaying by ticking the `Relay this domain`, `Relay all recipients` and the `Relay non-existing mailboxes only.` checkboxes
+3. Add your personalized Exchange Host address as forwarding host to unconditionally accepted all relayed mails from Exchange. 
+4. Go to the domain settings and select the newly added host on the `Sender-dependent transports` dropdown. Enable relaying by ticking the `Relay this domain`, `Relay all recipients` and the `Relay non-existing mailboxes only.` checkboxes
+
+!!! info
+    From now on your mailcow will accept all mails relayed from Exchange. The **inbound filtering and so the neural learning of your cow will no longer work**. Because all mails are routed through Exchange the [filtering process is handled there](https://docs.microsoft.com/exchange/antispam-and-antimalware/antispam-and-antimalware?view=exchserver-2019).
+
 
 ## Set up Connectors in Exchange
 All mail traffic now goes through Exchange. At this point the Exchange Online Protection already filters all incoming and outgoing mails. Now we need to setup two connectors to relay incoming mails from our Exchange Service to the mailcow and another one to allow mails relayed from the mailcow to our exchange service. You can follow the [official guide from Microsoft](https://docs.microsoft.com/exchange/mail-flow-best-practices/use-connectors-to-configure-mail-flow/set-up-connectors-to-route-mail#2-set-up-a-connector-from-microsoft-365-or-office-365-to-your-email-server).