I bought Motorola Moto Z4 less than a week ago but I am not really liking some of the features. Can I return it? What are the costs of returning it maybe for exchange with another phone?

Yes you can!

You might be required to exchange verses returning it, usually I'll request a store credit or gift card.

You should be able to return the phone or replace it. IF the phone is unlocked best buy will charge you $35 for the repacking fee.

You shouldn't have a problem returning or exchanging within 14 days of the purchase date.