If you set up Hive Wallet, there's a "Buy HIVE or HIVEPOWER" button at the top in a red box. That takes you to BlockTrades (you'll need to sign up, takes about 2 minutes, just a case of verifying email address).

In BlockTrades, you can add your Hive account name, and from there they will give you a deposit address you can use in whichever exchange you prefer to buy your crypto in. Blocktrades will let you send one of about half a dozen types of coin, and will convert it to HIVE, Hive Power or HBD and add it to your wallet.