exchange
I am not sure exactly what you are asking. You might be referring to winning the exchange, where you exchange a piece for a piece of higher value, such as exchanging a knight for a rook. The following webpage explains exchange terminology further: www.chess.com/terms/exchanging-pieces
"The Exchange" generally refers to a rook being traded for a knight or bishop. An "exchange sacrifice" refers to when this is done willingly by the person with the rook.
The most common reason for is an exchange sacrifice is to remove an especially dangerous bishop or (usually) knight. Properly placed, a single knight or bishop can be just as powerful as a rook, if not even stronger. The loss of that strong minor piece can have much bigger consequences for the player with the minor piece than most people realize.
Exchange sacrifices may also (rarely) be done if they allow an immediate recapture of another minor piece. Remember, the general rule is that 2 Minor Pieces > 1 Rook.