After searching for a day, at last I am confirmed that Cpanel use only exim, Its simple that I can ask them, but believe me I have a post in their forum that doesn’t have reply until one day past 🙁

And now I am able to install exim on my PC. A Bit different from other softwares that I install on linux box from source.
Actually I miss “configure” file for it…

But at the end I read its README and all is done as a piece of cake.

So In future , do read README or INSTALL or such files before doing something new.