Whitelist features are not available via Exchange Management Console (the GUI), so this will have to be completed via the Exchange Powershell 

Open powershell via the exchange menu item and run one of the following scripts, based on your requirement: 

To check whats currently whitelisted (Bypassed Recipients):


To whitelist a single email address:

$list = (Get-ContentFilterConfig).BypassedSenders
Set-ContentFilterConfig -BypassedSenders $list

To whitelist an entire domain:

$list = (Get-ContentFilterConfig).BypassedSenderDomains
Set-ContentFilterConfig -BypassedSenderDomains $list