Exchange 2010 no longer has the notion of Storage Groups, which were used in Exchange 2007 and 2003 to contain logical groupings of databases. Exchange 2010 now simply lets you create databases on mailbox servers. The difference is that in Exchange 2003/2007, you created a Recover Storage Group (RSG) to restore the database into. In Exchange 2010, you simply restore the database and connect to it as a Recovery Database (RDB).
First, you have to have a good backup that contains the item to be recovered. Windows Server 2008 and Windows Server 2008 R2 have the built-in Windows Server Backup feature. I cover how to use Windows Server Backup to backup Exchange in this article.
Without the ability to restore an individual mailbox, it is necessary to first restore an entire Exchange database, and then extract the desired mailbox from the recovered database.