for other private key like bitcoin address I am still not understanding because so far I use exchange wallet for saving my bitcoin assets, I don't know with other way how to save my bitcoin assets except in exchange wallet.
That would be your biggest mistake for using an exchange, just pray that the site will not be one of the victims of hacking, or exit scams.
Too easy to create and use a wallet such as electrum, blockstream green, mycelium, coinomi and many secured wallets than using an exchange.
Remember, not your keys not your coins.