it say "Provide your ERC20 Sigil receiving address", where to find this? a wallet?
for receiving your tokens from swap you have to use your ETH wallet address which is able to handle ERC20 tokens.
You can use Metamask wallet (plugin for the browser) from here:
https://metamask.io/or online MyEtherWallet from here:
https://www.myetherwallet.com/