I am an an exchange administrator. Can I get the message header information of a suspect email without give myself rights to users mail file. Can this be done via ems (exchange management shell) What syntax would I use?
If you have the appropriate rights you can assign yourself the role you need to do such things.
However, if you don't have the rights to view/read the users mail, this like any other file type, equates to a AV (Access Denied) scenario.
Anyway there are several spots for you to leverage for information to get you going. For example:
https://msdn.microsoft.com/en-us/library/system.net.mail.mailmessage.headers(v=vs.110).aspx
https://gallery.technet.microsoft.com/office/How-to-export-Email-7f63a63c
http://blogs.technet.com/b/heyscriptingguy/archive/2011/08/18/use-powershell-to-parse-email-message-headers-part-1.aspx
HTH