First you pick an offline wallet. Bitcoin.org has a tutorial that helps you choose one: https://bitcoin.org/en/choose-your-wallet, among the many available, it also explains why you should value certain properties.
Then when you have an offline wallet, typically a software running on your computer, you open it, look for "receive" and you'll see a receive address. Now from the exchange, send to the receive address. Use copy and paste, don' try to type it in manually as you may easily get one character wrong.
Keep two things in mind, send the right coin to the right wallet. Double check what coin you are sending and make sure that you have the right wallet. A classic example is BTC and BCH, if your wallet only support one of these and you send to the wrong address your coins are inaccessible.
Secondly, backup, backup, backup. Write down your wallet seed, typically 12 or 24 random words. Also keep digital encrypted copies of your wallet seed outside your house, in case it burns down or something happens.
First you pick an offline wallet. Bitcoin.org has a tutorial that helps you choose one: https://bitcoin.org/en/choose-your-wallet, among the many available, it also explains why you should value certain properties.
Then when you have an offline wallet, typically a software running on your computer, you open it, look for "receive" and you'll see a receive address. Now from the exchange, send to the receive address. Use copy and paste, don' try to type it in manually as you may easily get one character wrong.
Keep two things in mind, send the right coin to the right wallet. Double check what coin you are sending and make sure that you have the right wallet. A classic example is BTC and BCH, if your wallet only support one of these and you send to the wrong address your coins are inaccessible.
Secondly, backup, backup, backup. Write down your wallet seed, typically 12 or 24 random words. Also keep digital encrypted copies of your wallet seed outside your house, in case it burns down or something happens.