Exchange Apple products not purchased at Apple Store

You talk to the store where they were purchased.

Apple has a return policy for product you buy directly from them but, if bought through a third-party outlet, refers you back to the reseller that sold them.

See: Returns & Refunds - Shopping Help - Apple

especially this part:

OP, please explain what you mean by "exchange".

If it is a warranty issue, then Apple will handle the "warranty exchange"; contact Apple support.

If you just want a different device (color, model, etc), then you will have to do that through the original seller and meet their requirements (time frame, restocking fee, etc).