regarding the first question, all depends on the aim of the analysis. if you want to evaluate the proteins by western blot, I advise you to resuspend the pellet (exosome) in PBS and add reductor buffer to the sample. If you want to do proteomic analysis, is another protocol.
From blood serum, you can do the ultracentrifugation protocol. I attached a paper from David Lyden's lab that describe it.