SAVSE or another server that supports ICAP can run on a separate system of its own, on the same system as the Messaging Server in a single system deployment, or in a two-tier deployment on the same system as the MTA. If Local Mail Transfer Protocol (LMTP) is used between the MTA and the message store, the filtering must be invoked from the MTA. It cannot be invoked from the message store. When SMTP is used between the MTA and the message store, it can be invoked from either one, and it can run on either system or a separate third system.
If you want to use a farm of servers running SAVSE, you would have to use a load balancer in front of them. The MTA is configured with only one address for the SAVSE server.