Exchanges allow you to purchase or convert fiat to coin. Most Exchanges restrict the transfer of coin in some way (unlike Hot Wallets). Exchanges must comply with regional AML/KYC regulations, and not all Exchanges are available in all areas. Some Exchanges are private, or restricted to singular areas.
There is no generic “one size fits all” Exchange. You have to consider each one, as their availability is always changing, and their fees vary from one to another. There is no way to define which one is “best” for you - you’ll have to do the heavy lifting for this task, and read their fine print carefully.
Specific instructions for Exchanges
If your Exchange is not listed, then the setup process either cannot be documented (i.e. the provider is not public) -or- setup is extremely simple, e.g. you must get the keys via email from your account rep.
Please refer to this article for whatever details we can offer for those providers: