Answer
GFI Archiver can be installed on Microsoft Exchange Server 2007 or later, however, Microsoft Exchange Server 2007 no longer includes Messaging API (MAPI) client libraries and CDO 1.2.1.
Since GFI Archiver requires the above mentioned libraries, you need to download and install the Microsoft Exchange Server MAPI Client and Collaboration Data Objects 1.2.1 before installing GFI Archiver.
The Microsoft Exchange Server MAPI Client and Collaboration Data Objects 1.2.1 can be downloaded from: http://go.gfi.com/?pageid=MAR_PreReqMAPICDO
It is also possible to install Microsoft Office Outlook 2003 or later instead of the Microsoft Exchange Server MAPI Client and Collaboration Data Objects 1.2.1 package. Note that GFI MailArchiver 2013 SR1 build 20130723 and older did not support 64bit versions of Microsoft Outlook.