We're mainly ZCS admins here, not Exchange admins.
I guess you have to go in your Exchange user management tool and define a "reroute" or "forward" address for each account.
This means, on the ZCS server, each account has one main address (user@domain.tld) but also an alias (such as
user@zimbra.domain.tld).
And in Exchange, you have to define
user@zimbra.domain.tld as forward address for each account that is hosted on the ZCS and not Exchange.