Noob question: Can we sent Bitcoin micropayment from Exchange or it have to be from wallet?, I keep my cryptos in the exchanges
You can send, but the bot will ignore since it knows it is from an exchange.
Even worse, when an exchange send, it (depending on which one) is not coming from an account that belongs to you. So, the bot will not know what 'your' balance is.
With an exchange, YOU don't own your coins. They do until you withdraw. You should own your own wallet in which case you control them and are able to play with the byteball bot.