If you store ICN with myetherwallet you will be also receiving dividends.

Technically you are storing ICN on an address. Which is controlled by corresponding private key. Strictly speaking ETH/ICN/anything... is not stored on that address, but on the network and addresses corresponding private key is the one that can unlock and perform operations on those assets. Therefore you're good to receive dividends and hold ICN on anything as long as you hold private key.

When dividends are coming? With first funds and first profits. By definition.