Install dependencies:

# apt-get build-dep exim4
# apt-get source exim4
# apt-get intall libspf2-2 libspf2-dev

Uncomment these lines in src/EDITME:
EXPERIMENTAL_SPF=yes
CFLAGS += -I/usr/local/include
LDFLAGS += -lspf2

If you want build exim against openssl then you need to uncomment
OPENSSL:=1
in debian/rules

Edit changelog:

# dch -i

Build and install package:

# dpkg-buildpackage -us -uc -b -rfakeroot
# dpkg -i <name of .deb file>

Create /etc/apt/preferences.d/exim4 to pin version, sample text:
Package: exim4-daemon-heavy
Pin: version 4.84-8+deb8u2
Pin-Priority: 1003