You'll receive payment not just in ETH, but in all sorts of digital currencies because the exchange generates fees in all the currencies that are offered for trading.
You'll need more than a ETH address then from WCX holders or are we only talking payment in Erc20 tokens.
Payment will be made to your WCX wallet, which supports all kinds of digital currencies. You can then withdraw those payments whenever you choose - no fee beyond the network/miner fee.