What I meant was if there's an easier way to do it.... For instance I own some Blocknet (BLOCK) tokens which I want to add from the exchange to my own wallet. But the synchronization is taking me DAYS to do, do I need to do this? I dont understand it.
No. You don't need to wait for it synchronise to receive money. Generate a new address and send your Block from the exchange to that address. Note, you won't actually SEE it appear in the wallet until synchronisation on your local machine is complete, but it will be in there.
it is not just receiving you know. you should think ahead about "spending" too. and for that you do need to wait to synch and download the whole blockchain to be able to see the balance, make the transaction and spend it, unless a particular coin is using a different particular approach, that is the way.
however, with bitcoin you can always find ways of generating just a cold wallet like paper wallet and never even need a wallet. for example you can use online tools such as coinbin to make a tx and sign in with an offline wallet.
technically if you can do the same with any other crypto you can choose this method only if their wallets allow signing of raw tx offline without having the blockchain. and then again you will have to find a way of broadcasting it. which may seem simple but it is hard without any tools.