Take a look at the Pseudonyms menu item in the Server Manager.
Suppose your domain is "yourdomain.com". If you create a user account, e.g. "jdoe", it will have two pseudonyms: john.doe@yourdomain.com and john_doe@yourdomain.com. Every pseudonym has a property "Local network only" which is set to "no" as a default. This means that this particular user can receive email from anyone. If you set the "Local network only" property to "yes" for both pseudonyms, jdoe will only be able to receive email sent from yourdomain.com domain users.