Usually antispam product that you may rent will do the DNSBL/RBL checkup for you. Thus you change the MX to point at them, and they forward the email to you after the antispam check (and you usually block the SMTP forward on your router to only allow that external IP antispam to be allowed). You can save on bandwidth if you receive a lot of spam & the administration burden.
You can too enter the DNSBL check in your Exchange if you have an Edge' server for that part. An exemple below;
& $env:ExchangeInstallPath\Scripts\Install-AntiSpamAgents.ps1
Restart-Service MSExchangeTransport
Add-IPBlockListProvider -name bl.spamcop.net -lookupdomain bl.spamcop.net
Add-IPBlockListProvider -name zen.spamhaus.org -lookupdomain zen.spamhaus.org
Set-SenderIDConfig -SpoofedDomainAction Delete
Set-SenderReputationConfig -SenderBlockingEnabled $true -SrlBlockThreshold 6 -SenderBlockingPeriod 36 Set-SenderFilterConfig -BlankSenderBlockingEnabled $true
Set-ContentFilterConfig -SCLQuarantineThreshold 6 Set-ContentFilterConfig -SCLDeleteEnabled $true Set-ContentFilterConfig -SCLQuarantineEnabled $true -QuarantineMailbox administrator@somedomain.com Set-ContentFilterConfig -SCLRejectEnabled $false
This script installs the anti-spam agents, adds in some basic
DNSBL's, turns off email rejection and quarantines all mail instead,
deletes email from domains that are spoofed, blocks mail with blank
sender info.
From
http://jjstellato.blogspot.ca/2013/01/exchange-2013-enable-antispam-and.html
Connection filtering is an anti-spam feature in Microsoft Exchange
Server 2013 that allows or blocks email based on the message source.
Connection filtering is performed by the Connection Filtering agent
that's available only on Edge Transport servers. The Connection
Filtering agent relies on the IP address of the connecting mail server
to determine what action, if any, to take on an inbound message.
From :
https://technet.microsoft.com/en-us/library/bb124320(v=exchg.150).aspx
For your question, it's good enough, as you can do the same checkup as a rented antispam product (but you need to tune it at your need and you need an Edge server for Exchange 2013)