Don't send any ETH or whatever coin from an exchange - you will more than likely lose it.
I also recommend opening an account with MyEtherWallet (MEW) for ICOs.
Put your ETH into your MEW and send ETH from that address for ICOs.
Once you send your ETH there may be some time before the coins come into your wallet (they usually do security audits etc and this takes a while), however sometimes it is instant. After this you will need to add a custom token to MEW and you will be able to see your coins in your wallet.
