It means everybody need NEM wallet to get this airdrop coins as this is on NEM smart contract blockchain as like ER20 of ethereum. Well how to give your wallet address to recieve airdrop
I am not sure but, the NEV Stakes are just the stakes, they wont be added to any exchanger and they won't be traded.
A swap or call it whatever you like, will occour and after the release of the Main net, the official wallet, Peoples and especially early adaptors and stakeholders could swap their NEV Stakes into NEVRA COINS (XEV).
Nevra isn't like erc20 Tokens, the XEV (the final result) is a Coin not a token in a smart contract blockchain.
And, yes, after the stakesheet gets ready (1March), Everybody included in the sheet should have a NEM Adress, You should keep the NEV stake until the release of the Main net, then a process of swap will occour, it's a bit early to discuss this but don't worry, hold your NEM Adress and protect it, you will get your coins sooner or later.
Good Luck!