You should recieve them unless you had EGEM at exchange.
I am not seeing them on myegemwallet.com
do I have to add a custom token? what are the Token Contract Address, Token Symbol and Decimals?
Sapphire is not a token it is a coin on its own chain. It is also not launched yet, we only did the snapshot for the airdrop.
You can use this link, place your egem address in the top right, and it will give you a sapphire balance you can expect at launch.
http://beta-explorer.egem.io/