Student Exchange Programs

I live in the United States and i’m interested in living in New York. Is there any possible way to live in the U.S. but be an exchange student with in your same country? I really want go to go to New York City, New York!

Also…. i want to also be a foreign exchange student so if i go to another country to i have to speak their language? (Like going to France and speaking French or can i go to France and speak English?)

Thanks so much for your time! And personal stories of being an exchange student would be great and VERY helpful!