They have a special place for that in most Macy's. The one at DOCO does it. Exchanges may be a problem if they don't have your size in stock, but they will issue a refund for an online order...
YES, I PURCHASED 4 PAIR OF SHOES ONLINE. I TOOK TWO BACK TO MACY'S DOWNTOWN, SACRAMENTO. THEY WERE SO GRACIOUS AND HELPFUL. THEY DIDN'T HAVE MY SIZE SO MY ACCOUNT WAS CREDITED. VERY PLEASED WITH MACY'S AND ALWAYS HAVE BEEN.
Yup
Yes you can. I'm sure they will assist you every possible way.
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