To know if you’re using split-configuration files to configure exim4, or single configuration file, have a look at /etc/exim4.
If /etc/exim4/conf.d/ is populated, then here are your split configuration files.
Otherwise, single configuration file is /etc/exim4/exim4.conf.template
If you have both, a quick way to be sure of your current configuration is to run:
sudo dpkg-reconfigure exim4-config