How should I structure an essay in an exam?

Keep it focused. You probably have quite a low upper limit on the word count, so you can't afford to waste any words, they all have to count. At this level, you don't need long paragraphs, just make sure they answer the question clearly and without any tangents. For example, if you have a 300 word essay to do, try to keep the introduction and conclusion to sub-50 words each - one or two sentences will do - and have two main paragraphs of around 100 words each. Keep the introduction and the conclusion short, and you'll have more breathing room for the main points, which is where you're going to pick up the marks. For the main points, use the same basic paragraph structure you'll have been given for other subjects - the Point/Evidence/Explanation structure is all you really need here. You don't need to have a sentence at the end linking your point back to the question - in a short essay like this, that will just take away words that could go into the explanation. Keep the point and the evidence brief; you'll pick up more marks by going in depth with the explanation, as you will be able to show off a greater range of vocabulary than you're able to with the purely descriptive nature of the point and the evidence.