MS Exchange is a very special project... I tried to connect to my exchange server from java. I found a provided library, but without documentation or any further support... I guess there might be much better libraries available for other programming languages, but I never tried or even searched for them.
I think the main problem is to find an open code which connects to exchange, reads the calendar data and displays those data in an own calendar implementation... Showing that information on the display shouldn't be that hard. But if you need examples for using MSX, you might better search in forums related to exchange instead of raspberry pi. For a library or specifications how to talk with exchange server, just start a search with the term "exchange web service".
Edit: If you are interested in using java (I somehow don't have a choice), I just saw that there seem to be big improvements regarding the java library:
https://blogs.office.com/2014/08/28/ope ... -java-api/