This article describes how to enable TLS support for Exim as server on Debian with the split configuration model.
/usr/share/doc/exim4-config/README.Debian.gz already contains a fairly good description of that setup (currently in section 2.2).
First step is to put the SSL key and SSL certificate into /etc/exim4:
erebus:/etc/exim4# ls -l exim.*
-rw-r----- 1 root Debian-exim 960 2009-07-03 11:10 exim.crt
-rw-r----- 1 root Debian-exim 887 2009-07-03 11:10 exim.key