You can define the maximum size of an e-mail under "Incoming - Protection settings" > "Limitation of e-mail size". By default, a maximum size of 50MB is set. The value can be extended to a maximum of 2048MB.
If you don't want to use any limit, then you can check "No limit".
Furthermore, you can specify what action should be taken by EuropeanMX when a message of this size is received. By default, such a message is rejected and the sender receives a corresponding notification from the system.