"Giving an exam" is something a teacher does to her students."Taking an exam" is something students do to prove their knowledge.
Whatever agency is requiring the exam. Whatever branch of the government or military. The question is MUCH TOO BROAD.
Yes, You can give MPSC exam in Marathi.
If it's a big-deal exam, a card and perhaps a gift card for a movie or a book/cd If it's a run of the mill end-of-semester/year exam, a card and a hug. It makes big-deal exam presents more special.