Best practices for installing PureMessage on Exchange Edge Servers?

As a general rule you will need both versions of puremessage .. the "full" and "avo" (or anti virus only)

Your mail flow should go something like

A record > firewall > transport server > mail box server etc.

The full version should go on the first inbound server(s) and the antivirus only should go on the mail box servers. This will scan mail as it arrives and continue to scan the mail box servers for any new threats.

The key here is to avoid double scanning mail for spam, that always ends up in a sea of false positives.
 
In regards to SQL, don't waste a lot of resources on it SQL Lite works fine and all it does in life is store spam and configuration data, so I wouldn't devote a lot of resources to it. You can host it anywhere the inbound server can access it. I don't believe you can host it on a dag, so may want to double check that.

As a general rule you will need both versions of puremessage .. the "full" and "avo" (or anti virus only)

Your mail flow should go something like

A record > firewall > transport server > mail box server etc.

The full version should go on the first inbound server(s) and the antivirus only should go on the mail box servers. This will scan mail as it arrives and continue to scan the mail box servers for any new threats.

The key here is to avoid double scanning mail for spam, that always ends up in a sea of false positives.
 
In regards to SQL, don't waste a lot of resources on it SQL Lite works fine and all it does in life is store spam and configuration data, so I wouldn't devote a lot of resources to it. You can host it anywhere the inbound server can access it. I don't believe you can host it on a dag, so may want to double check that.