Change into indirect narration: He said, "What a beautiful scene!"

He exclaimed that it was a very beautiful scene

He wondered that it was a beautiful scene

He exclaimed what a beautiful scene it was

He said that what a beautiful scene it was

He exclaimed that it was a very beautiful scene

Exclamatory sentences change to “exclaimed that” in indirect speech.

The sentence expresses strong emotion, so “exclaimed” is used appropriately.