Generate the keys in the directory /etc/mail/certs, see New SSL-Key.

Fix permission with:

cd /etc/mail/certs
chgrp mail *
chmod 640 *

Edit /usr/local/etc/exim/configure:

tls_certificate = /etc/mail/certs/newcert.pem
tls_privatekey = /etc/mail/certs/req.pem
tls_verify_certificates = /etc/mail/certs/
tls_advertise_hosts = *

begin acl

Restart Exim with:

/usr/local/etc/rc.d/exim restart