I would like to migrate elementary OS to my work computer, but I would like to be able to connect my elementary OS to the microsoft mail exchange server.
You should be able to easily. I'm not sure if the mail app does, it's worth trying first, and I'm sure it will soon of there are problems, but you should also be able to use Evolution, a mail app which I believe is available in the app store, below is a guide for getting set up on that.
I use elementaryOS on my work computer without any issues. For email I am using Thunderbird and simply connect to the Exchange server using imap, which works just fine right out of the box.
It gets better though if you add the Lightning plugin (for calendar) and the Exchange EWS Provider plugin. Thenb you can accept meeting requests and sync the calendar back to Exchange. LDAP also works for the company Exchange contacts. EWS isn't perfect, but stable enough for me. I do sometimes have an issue where I can not dismiss a reminder (this is very rare), but deleting the entry in the calendar will fix that.
A couple of additional things you may want to consider are Enigmail for signing/encrypting mail, and clamdrib + clamd for virus scanning.