The useful things to backup are the Information stores, Public Stores and log files which Backup Exec will happily do for you if you have the Exchange agent for Backup Exec. Without the Exchange agent Backup Exec wont be able to backup the stores whilst they are mounted/in use.
Depending on the size of your Exchange databases you could either do 1 full backup at the end of the week and differential backups for the other days, or do full backups every night if you dont have huge databases.