'Exclude' means to leave something or someone out. It is a verb The opposite is 'include'. E.g. My friends excluded me from the party.
'Except is a preposition and means 'not including'. E.g. We invited everyone except him.
It is also a conjunction. E.g. I told him nothing, except that I needed money. Our jumpers were the same except mine was blue.
So the main difference is that they are different parts of speech - we use them differently in a sentence.