"Exam comes with 3 new changes" Three big changes have been introduced in this year's Form Three examination under a new format.
I don't think it's redundant, particularly when you're talking about repeated revisions. Each revision of a document incurs some changes. Talking about "new changes" or "the newest changes" specifies that you are talking about the most recent revision. You can say things like "No, those are the old changes, it's been revised since then", and the word "old" is not redundant. Or "These are new changes" to imply that they have not been seen before.
Google books shows that "new changes" is indeed used in literature.
In your example, the word "new" implies that the method of change is new. Exams can be revised yearly by changing individual questions, so some changes are expected. The implication in your example is that these changes are more than the usual yearly revision (i.e. there might be some new format of question that wasn't in the exam in previous years, say an essay question or a multiple choice section).
The use of the word “new” is largely redundant. The word “changes” states that there is something different, probably new. The possibility of old exists, but is fairly remote.