If you want exchange tickets in an Order, you will need to create a new Order where you sell the tickets against the tickets you're returning.
When you click the Exchange button on an Order page, the current tickets will be added to the basket in Box Office as items to cancel and refund (they will appear in red). This means you have created a refund basket.
You can then choose the new tickets you want to exchange to, which go into the basket as items to sell against the old items you're refunding. Once the basket has the items that you want to refund and sell, you can go through the normal Box Office flow to complete your Exchange.
Once the Exchange is completed, a new order is then created that is linked to the original order.