How to use crypto exchange?

Excuse me, I'm a bit new to the world of cryptocurrency and I'm wondering how exactly one goes about using a crypto exchange. Could you possibly walk me through the steps? For instance, do I need to sign up for an account first? And once I have an account, how do I actually go about buying or selling cryptocurrencies? Also, is there any specific security measures I should be aware of when using a crypto exchange? Thank you for your help!