Open ledger the wallet
Click on 'receive' (top left of screen)
Copy the alpha numeric sequence (your wallet receiving address)
Paste the 'receive' address into the 'send' or 'deposit' window on your exchange.
Double check the 'receive' address is 100% accurate.
You can now send the funds to your ledger wallet.
Send a nominal amount first, get the hang of the process, then move larger sum/s.