Is there a way to backup your sent mail in the server? if you are using Entourage.

The inbox is already up, with the incoming mail, but is there a way to store the sent mail also?

since I would like to be able to store the sent mails also in the server.

Not sure with Entourage but what you are talking about is a client side option (which you may have realized already), not so much specific to cPanel/exim. I know outlook and thunderbird both have the option pretty easy to find - it is even enabled by default.