what if I wanna keep my GLIDE on C-CEX and prefer not to move. can I still get the GlideCOIN for my GLIDESEC ? or would I have to send to another wallet

This won't work because of the way c-cex handles customer NXT wallets. You need to send them to a personal wallet such as NXTlite
http://nxter.org/nxtlite-client-get-started-with-nxt/I believe they only need to be there while the dividend is being calculated, so you can keep them on an exchange at other times if you wish. (though that seems like a pretty risky practice).