I think you mean email *facilities* although your version may be more accurate :-)))
You can't just download it - you have to buy it. If you want it for a relatively small organisation it is much cheaper to buy SBS 2003 which includes both Server 2003 and Exchange as well as other useful things. It's also relatively straightforward to install & get working although I highly recommend reading one of the many guide books that are available first.
If you really need to install them separately and have not set Exchange up before (or been on a course on how to do it) you are likely to have serious problems getting it working. It's complex, requires quite a bit of specialist knowledge and there are many pitfalls.
Sorry I can't be more helpful :{
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