Thanks.
1) So, is it safer to keep currencies on my trading account ? (btc-e. Sorry it's the only one I tried)
It is more secure to have Bitcoins stored on your computer, even more secure are paper wallets if done right
3) How to create adresses for other currencies ? I'm stuck at keeping alt currencies on trading platform ?
You can install the wallet that comes with every alt coin, qt wallet, but I doubt about security of alt coin qt wallets, might include malware