MY APPLE DEVICE MGDF3AA/A I WANT COUNTRY

Middle East.

You can’t exchange an iPhone that you have bought. You can return it for the first 14 days if you bought it new directly from Apple. And to buy a USA version you must be in the USA.

what the diffrence middle east version and international

There is no "international" version of the iPhone.

If possible I would like to exchange the USA version because i am not satisfied with this one

No.

If you bought it in the US and you are not in the US, you cannot exchange it where you are. You should have bought your phone in the country you live and will use it.