They have an option to set a custom X-header for indicating spam. The other options are subject-line markup and quarantine on the ForeFront servers. What they never document is what they set the header to. As it happens, if the message is spam it gets set like this:
X-WWU-JunkIt: This message appears to be spam.Very basic. And not documented. Now that we know what it looks like we can create a Transport Rule that'll direct such mail to the junk folder in Outlook. Handy!