They have different or similar meanings based on the context.
1. 改變 means something or someone has changed (fundamentally). e.g. 這個城市正在改變 >> This city is changing. (perhaps because of city development or change in demographics or anything that changes your feeling toward this city)
2. 變 means to change in general and can be used in formal or informal situation. e.g. 你變了 >> You changed. (Here, it means the same if you use 改變,people barely say 你改變了 unless you are talking with an acquaintance but not a friend. With friend, it's more naturally to just say 你變了) e.g. 水變成冰 >> The water turns into ice. (Here, 變 means turn into something, and it often comes with 成, which is almost meaningless in 變成. So, 變成=變 in most cases)
3. 改 means to correct or change intentionally, which usually implies correcting something formally. e.g. 政府改了規定 >> The government has changed to regulations. (改 is different from 改變 or 變 in that it requires a person or an organization to change something intentionally.)
4. 換 means to change intentionally (used informally) or to exchange money (specifically). e.g. 100美分換一元 >> 100 cents can be exchanged for 1 dollar. e.g. 他退換損壞的商品,換到一個新的 >> He returned the defected goods for a new one. (It is often used casually and often means exchange one thing for/with the other)
Hope you have a better idea of these four words.