If you buy from Havelock, you will receive dividends on Havelock, no further action is required from you. If you want to transfer to direct shares, you have to create an account at lmb-holdings and ask for a transfer there - no other exchange is available atm.
If you buy direct shares, dividends will be paid on the address you specified on lmb-holdings. Same as above applies if you want to transfer shares from there to Havelock.