Below is a list of centralised exchanges that currently support Polygon and also the tokens that these exchanges support.
Bitmax- USDC, EASY, MATIC
MXC - MATIC, QUICK, PlotX, Dfyn
Okcoin - ETH, USDT, LINK, MKR, USDC, DAI, USDK, COMP, YFI, SNX, YFII, and UNI. ( Tokens can only be moved from Okcoin to Polygon chain. Transferring tokens from Polygon to Okcoin is not currently supported)
Okex - BAL, BAT, CEL, COMP, CRV, DAI, ETH, GHST, GUSD, LINK, MKR, PAX, SNX, SUSHI, TUSD, UNI, USDC-ERC20, USDT-ERC20, USDK, wBTC, YFI, YFII, ZRX ( Tokens can only be moved from Okex to Polygon chain. Transferring tokens from Polygon to Okex is not currently supported)
Bitforex - MATIC
Sending Tokens to any other exchange that is not mentioned explicitly in the above list can lead to a loss of funds. If you want to withdraw funds to any exchange that does not support Polygon, you will have to first withdraw the token to Ethereum and then send it to the exchange using your Ethereum wallet. This video demonstrates how to withdraw funds from Matic to Ethereum - https://www.youtube.com/watch?v=DgpHY95qrbQ&list=PLslsfan1R_z0Epvnqsj29V1LBAh99dzu9&index=5
Alternatively, you can follow this guide here.