if i want to route incoming faxes to clients, can i transfer incoming faxes to agents with interaction client or just faxes transferred to client's email then he can open it, in other way must i create email account for each client to route faxes to him???

Faxes need a mailbox for delivery just like voicemail messages. And yes, the user's Exchange account is the most common method of doing this - also referred to as unified messaging where multiple message types (e-mail, fax, voice, etc.) are delivered and retrieved to/from the same mailbox.