No permissions to backup exchange server or the store was not mounted

Make sure the user account being used also has an Exchange mailbox. When you setup a brick-level Exchange backup, a user account/mailbox/profile will be used to communicate with Exchange. If that user does not have ample permissions the backup will not be allowed. This is called “User Delegated Control.”
Make sure that environment variable is set to the “bin” directory where the Exchange database is.
Make sure that the user account being used to backup Exchange is an administrator account.