Welcome to the forums,
You can choose to have use the gal from internal only (zimbra's OpenLDAP), external directories only, or both internal & external.
In the Admin Console> domains> the domain> then the GAL tab/button
/docs/ne/latest/administration_guide/5_Zimbra_LDAP.5.1.html#1035520
-Or are you asking zimbra ladp data exported to exchange? I could read "Synch Zimbra to the GAL from our exchange server" 2 ways, you could be meaning 'on' instead of 'from' so I just want to be sure.
-You can also choose to authenticate from the external LDAP/AD as well - users will need to be made (provisioned) in zimbra first though.
-Also see the Exchange Migration Wizard - available in your downloads tab (small wizard icon on left sidebar of the admin console) .