The spin-current density functional theory (SCDFT), when formulated in a basis of Pauli spinors, provides a proper theoretical framework for the study of materials in an arbitrarily oriented external magnetic field and/or upon inclusion of spin-dependent relativistic effects, such as spin-orbit coupling. The SCDFT is formulated in terms of the particle-number density $n$, the Cartesian components of the magnetization ${m}_{x},$ ${m}_{y},$ and ${m}_{z}$, the orbital-current density $\mathbit{j}$, and the three spin-current densities ${\mathbit{J}}^{x},$ ${\mathbit{J}}^{y},$ and ${\mathbit{J}}^{z}$, where each of these density variables depends on specific blocks of the density matrix. Exchange-correlation (xc) functionals within the SCDFT should therefore depend on all of these eight fundamental density variables: ${F}_{xc}[n,{m}_{x},{m}_{y},{m}_{z},\mathbit{j},{\mathbit{J}}^{x},{\mathbit{J}}^{y},{\mathbit{J}}^{z}]$, which makes their parametrization a formidable task. Here, we formulate the adiabatic connection of the SCDFT for a treatment of exact Fock exchange in the theory. We show how the inclusion of a fraction of Fock exchange in standard functionals of the (spin) DFT (either in their collinear or noncollinear versions: ${F}_{xc}[n],$ ${F}_{xc}[n,{m}_{z}]$ and ${F}_{xc}[n,{m}_{x},{m}_{y},{m}_{z}]$) allows for the two-electron potential to depend on all those blocks of the density matrix that correspond to the eight density variables of the SCDFT, in a sensible and yet practical way. In particular, in the local-density and generalized-gradient approximations of the SCDFT, the treatment of the current densities solely from the Fock exchange term is formally justified by the short-range behavior of the exchange hole. We discuss that the adiabatic coupling strength parameter modulates the two-electron coupling of the orbital- and spin-current densities with the particle-number density and magnetization. Formal considerations are complemented by numerical tests on a periodic model system in the presence of spin-orbit coupling and in the absence of an external magnetic field.