Java Connector Server is a component that handles Java Connectors bundles. When a Java Connector Bundle is not directly executed into Provisioning System (Apache Syncope), you need to use a remote Java Connector Server.
Microsoft Exchange Server is a mail server, calendaring software and contact manager. It runs on Windows Server and it is one of the main elements present into a Microsoft infrastructure. It often happens that one of the first requirements of an identity manager project is to integrate Microsoft Exchange in order to manage, into the global/centralized user workflow, mailboxes and mail contacts as well.
Windows PowerShell is a command-line shell and scripting language designed especially for system administration. Its cmdlets let you manage computers and all server-side Microsoft applications (e.g. Exchange, SharePoint, FileServer, Active Directory, ...).