Would someone be kind enough to explain how to transfer my btc from exchange to Lightning?

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Go into the wallet and there will be a way to receive an on-chain transaction. Use that to send funds from the exchange

You can withdraw from the exchange to Phoenix wallet. I’d suggest withdrawing an amount you’d like to spend (like the cash in your wallet).

https://phoenix.acinq.co

Use Muun wallet… easiest way I know how.

Welcome to the future 🫂

If you have Lightning node, you simply open a channel, which transfers sats from your btc wallet into your light. wallet.

Using Lightning channel funds Is instant and cheap and offchain.

Opening or closing channel is onchain transaction fee paid in Blockchain.