Withdrawing to MEW ??

O.K. guys this should be for all ER 20 tokens. They will all be done the same way, but here's where I'm confused.

I have EBTC on an exchange. I want to move it to MEW.

I added the token, and it's showing up on MEW, just a zero balance.

The biggest thing I'm confused about is how I actually go through depositing my EBtc coins to MEW (and then store long term securely insead of the Exchange I'm on which I don't trust)

Do I just enter my Main Ethereum address when I am sending the tokens, or do I send to their address (the one I added to get the coin to show up in my walllter) itself ?