Configure your exchange account in “Systems Preferences” -> “Internet Accounts”
Select ”Exchange”
Enter your account name, email address, and email account password.
Then select ”Sign In”
Ensure at least ”Mail” and ”Contacts” boxes are checked
Select ”Done”
The “Mail” app will open displaying all your accounts – if not, open the Apple Mail app on your Mac computer.
Under your ”Exchange” account that you just added, select ”Contacts” to see all your contacts.
Highlight all your contacts with your mouse pointer or just press ”Control key” + Mouse Pointer Select (left mouse button) on the individual contacts you want to migrate.
Then drag-n-drop the highlighted names into your iCloud account listed below as in the picture.
Allow a few minutes to sync, and then confirm you have the desired contacts display in the ”Contacts” app on your Mac Computer or another Apple device.