To have Exim4 use the greylisting daemon you will most likely want to add a "defer" rule to your SMTP RCPT command ACL just before your "accept" rule for local domains, e.g.
defer message = Greylisting in effect, please try again later.
log_message = greylisted.
domains = +local_domains : +relay_to_domains
!senders = : postmaster@*
!hosts = +relay_from_hosts
!authenticated = *
condition = ${if eq {${readsocket{/var/run/greylstd/greylstd.sock}{check $sender_host_address $sender_address $local_part@$domain\n}{5s}{}{}}}{defer}{true}{false}}