TRX, or TRON, can be purchased on various cryptocurrency exchanges such as Binance, Huobi, OKEx, and Bittrex. Before buying TRX, you'll need to set up an account on the exchange you choose and go through their verification process. Then, you can deposit funds into your exchange account and use them to buy TRX. Keep in mind that different exchanges may have different fees, security measures, and user interfaces, so it's important to do your own research and choose the one that's right for you.