After making changes to exim.conf, you need to give the main exim pid a SIGHUP to re-exec it and have the configuration re-read. Sure, you could stop and start the service, but that's overkill and causes a few seconds of unnecessary downtime. Just do this:
kill -HUP `cat /var/spool/exim/exim-daemon.pid`
You should then see something resembling the following in exim_mainlog:
pid 1079: SIGHUP received: re-exec daemon exim 4.52 daemon started: pid=1079, -q1h, listening for SMTP on port 25 (IPv4)