How do i configure sophos for email protection

While creating policy and exceptions you have to enable malware protection Then malicious mails will be removex

Depends on what you want to do with mail. You need to create Email Policies and Exceptions in Protect-Email. Most can be done in the Default SMTP Base Policy but I have added an additional one to route email to an email archiver and one for Whitelisting emails for RDNS and one for RBL exceptions. After creating the policies you will need to redirect your email to go through the Firewall before it hits the Email Server. I'm currently using Office 365 so I have to redirect the path of the mail through the XG for filtering before it is forwarded to MS.