Open Apple Mail and navigate to Mail (Top left of the screen next to Apple Logo) → Accounts and this will display your mail accounts.

Delete the account you no longer want by highlighting it and click the "-" button, here is an image of the button and screen you should be looking at:

Click Okay when it asks if you are sure you want to delete.

Now we are going to add a new account by clicking on Exchange. Here is an image:

Now it will ask for your email address, fill in the necessary fields and click Sign In.

Then it will ask for some configuration preferences just go through prompts until it asks for your password and then Sign In.

When you open up your mail your account should be added now.