How is this working? The only wallet where Dim coins are kept is DepoWallet & it's not possible to move coins out.
Pls explain
You are wrong

Main wallet on NEM blockchain is NanoWallet. Dim:coin and Dim:token are mosaics under NEM platform. It means that you can transfer them and do all sort of stuff in NEM main wallet -> Nanowallet. Being honest, Depotwallet is a version of NanoWallet with less options and different graphic interface.
https://nem.io/downloads/So you can totally trade your coins and tokens