Ledger doesn't provide an exchange service directly on its application. You need to buy bitcoins on an exchange platform or from anyone owning bitcoins and who are ready to sell them. We recommend you to fully read this website to know how to start with bitcoins, and before going further: https://bitcoin.org/en/getting-started
To send your bitcoins on a Ledger device, you will just have to copy the reception address on your Ledger and copy it on the wallet from where you will send the bitcoins.
Please consult this article if you want to send the bitcoins you have purchased on your Ledger device :