You can't transfer Pi coins to an exchange right now because Pi Network hasn't launched its cryptocurrency on exchanges yet. However, you can still sell Pi coins to trusted merchants through peer-to-peer transactions.
To sell your Pi coins, make sure your Pi Network account is verified and your coins are on Pi Mainnet (Pi Browser). Then, look for reliable merchants interested in buying Pi coins.
I'll provide the contact for vendors interested in trading Pi coins:
TELEGRAM: @Pitradeboard
WhatsApp: +234 7081 566992