Your shoppers can request an exchange during the returns flow. They will need to select the "Is this an exchange?" checkbox and enter any relevant details (i.e.: what is being exchanged for) in the comments field.
Further communication with your shopper can happen via a secondary channel - such as email - to ensure the exchange request is fulfilled.
If your Returns Center uses Authorized Returns mode, you will be required to manually approve the exchange before your shopper receives a shipping label.