You can buy BitShares on BlockTrades. There, you type your BitShares account name and it will give you the deposit address where you must send your funds from your Steem (or Steem Dollars) wallet or from another type of wallet if you wish. On Steemit, you would put this address in the memo along with the amount you are sending to @blocktrades, on, let's say a Bitcoin wallet, you would simply paste it as a sending address. But first, before getting the deposit address, you'll need to properly choose the coin you want to send which will be converted into BitShares as the coin you must also select for the receiving end.
You can do the same thing exchanging your Steem or SBD in or out of the Steemit platform:
How to Withdraw Your Steem Dollars from Steemit in Less That a Minute
Check out this Video (by @piedpiper) I Amplified with WildSpark: https://l.wildspark.me:8000/ryPUMaV_-
Thank you very much, didn't know it was this easy!