I just read that actually mailbox server also has a Message Tracking configuration, same as Mailbox Server 

http://exchangeserverpro.com/exchange-2010-message-tracking/ 

My question is, what is the purpose Message Tracking configuration on Mailbox Server ? and when we use it ? because if we track an email we define the HT s

Hi Krisna,

Normally most of the environments would have HT and MBX together, hence this confusion wouldn't arise.

However if they are on separate boxes then, this becomes necessary to correctly troubleshoot and resolve issues.

Email would start from Mailbox and pass thru various HT and finally again reach a Mailbox server. Hence the Mailbox server also has a transport component which can be logged and used to findout if the message was delivered to the store correctly or not.

If you only track it on the Hub Transport you might not see the message 'Delivered to Store' as seen in Ex2003.