It seems like you're mixing up two different idiomatic way of asking for a food order to be changed. "Change" means to alter something, while "exchange" means to swap, so they each have different uses.
Obviously, you cannot literally change one item of food or drink into something else - a burger cannot become a steak - but if you wanted to change an order that you had placed, but not yet received, it would be idiomatic to ask:
Can I change my order to an orange juice?
Your order was for something else, now that order will be changed. They won't keep the old order - an order is just your request written on a notepad - so it isn't an "exchange".
We would use the word "exchange" when asking for one thing to be swapped for another, so one situation would be if your food had arrived and you were not happy with it. If you wanted to ask them to take one item away and replace it with another, you might say:
I'm not happy with this burger - can it be exchanged for a hot dog?
An alternative situation where we might use the word "exchange" during the order stage is if we were asking for a substitution. For example, let's say you wanted the burger, and the menu says it comes with fries, but you want a different side. You might say:
I'd like the burger, but can I exchange the fries for a side salad?