You can directly from sent to exchange, on account of the pool can fill in the exchange of prepaid SIGT address, set a fixed quantity, such as mining and reach the confirmation, the pool will be automatically sent to the exchange, simple and convenient. Of course you can send to wallet first, then send to exchange.
https://imgur.com/a/atuowThat's different. They are warning you to
NOT MINE directly to your exchange address.
When you use a pool, they "store" your mined coins until either you transfer them out or it is above the auto transfer limit.
That is not the same as mining and you can perfectly put an exchange address in the pool's payment address.
Depends on exchange setup, some exchanges like suprnova have their wallet where you can temporary store your coins until autopayout or you decide to transfer them manually, some pools like Nanopool will transfer your coins directly to the address you setup in your bat file once your funds reach auto peyout minimum, which can be lower then exchanges minimum deposit, which coases some issues